+51.7%
UNP vs EXEL
+194.6%
-142.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -2.1% | +10.1% | -12.3% | -3.2% |
| 3M | +5.4% | +10.1% | -4.6% | +4.1% |
| 6M | +13.4% | +37.7% | -24.3% | +8.8% |
| YTD | +25.0% | +33.1% | -8.1% | +20.2% |
| 1Y | +34.6% | +52.4% | -17.8% | +26.6% |
| 3Y | +43.6% | +163.8% | -120.2% | +22.8% |
| 5Y | +51.7% | +198.5% | -146.8% | +25.8% |
| All | +51.7% | +194.6% | -142.9% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling