+9,321.7%
UNP vs JCI
+2,331.5%
+6,990.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -5.3% | +3.8% | -9.2% | -6.2% |
| 30D | -1.5% | -5.7% | +4.1% | -0.3% |
| 3M | +10.3% | -1.4% | +11.7% | +10.3% |
| 6M | +9.7% | +4.1% | +5.5% | +8.0% |
| YTD | +27.1% | +21.7% | +5.4% | +20.4% |
| 1Y | +32.6% | +36.1% | -3.6% | +21.9% |
| 3Y | +40.0% | +154.4% | -114.4% | +9.6% |
| 5Y | +50.8% | +112.0% | -61.2% | +22.0% |
| 10Y | +278.6% | +322.2% | -43.6% | +159.0% |
| All | +9,321.7% | +2,331.5% | +6,990.2% | +3,318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling