+53.4%
UNP vs JCI
+189.9%
-136.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.9% | -5.9% | +4.9% | +0.2% |
| 30D | +8.0% | -10.4% | +18.4% | +10.2% |
| 3M | +3.3% | -6.1% | +9.4% | +4.1% |
| 6M | +14.7% | +1.7% | +13.0% | +12.7% |
| YTD | +31.9% | +18.9% | +13.1% | +23.8% |
| 1Y | +37.1% | +16.1% | +21.0% | +29.5% |
| All | +53.4% | +189.9% | -136.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 3y: compounded portfolio wealth divided by compounded JCI 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…
3y analysis · Full analysis span regression · 6 months rolling