+32.6%
UNP vs EXEL
+59.2%
-26.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.3% | +8.4% | -13.7% | -5.1% |
| 30D | -1.5% | +4.1% | -5.6% | -1.4% |
| 3M | +10.3% | +12.4% | -2.2% | +10.7% |
| 6M | +9.7% | +41.5% | -31.9% | +11.0% |
| YTD | +27.1% | +34.6% | -7.5% | +28.2% |
| 1Y | +32.6% | +57.9% | -25.3% | +35.9% |
| All | +32.6% | +59.2% | -26.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling