+54.7%
UNP vs SYK
+3.4%
+51.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +1.0% |
| 7D | -1.2% | -12.3% | +11.2% | +3.0% |
| 30D | -2.0% | -22.4% | +20.5% | +6.2% |
| 3M | +7.5% | -12.3% | +19.9% | +11.0% |
| 6M | +15.3% | -24.3% | +39.7% | +25.2% |
| YTD | +25.4% | -22.8% | +48.2% | +34.8% |
| 1Y | +35.6% | -28.8% | +64.4% | +50.1% |
| 3Y | +44.1% | -4.0% | +48.1% | +41.6% |
| All | +54.7% | +3.4% | +51.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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