+5,033.0%
UNP vs EXEL
+341.7%
+4,691.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | +7.7% | +17.4% | -9.6% | +5.9% |
| 3M | +4.0% | +38.6% | -34.6% | +0.4% |
| 6M | +15.7% | +41.2% | -25.5% | +11.2% |
| YTD | +33.5% | +59.3% | -25.8% | +26.3% |
| 1Y | +38.9% | +60.2% | -21.3% | +31.3% |
| 3Y | +53.7% | +232.6% | -178.9% | +32.5% |
| 5Y | +40.4% | +285.9% | -245.4% | +18.1% |
| 10Y | +291.1% | +325.9% | -34.7% | +210.9% |
| All | +5,033.0% | +341.7% | +4,691.3% | +2,902.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling