+51.7%
UNP vs ZTS
-63.0%
+114.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -1.7% | -3.8% | +2.0% | -0.8% |
| 30D | -2.1% | -2.0% | -0.1% | -1.7% |
| 3M | +5.4% | -10.2% | +15.6% | +8.1% |
| 6M | +13.4% | -39.4% | +52.8% | +28.2% |
| YTD | +25.0% | -40.8% | +65.8% | +42.2% |
| 1Y | +34.6% | -50.1% | +84.7% | +60.3% |
| 3Y | +43.6% | -58.9% | +102.5% | +79.6% |
| 5Y | +51.7% | -62.4% | +114.1% | +84.5% |
| All | +51.7% | -63.0% | +114.7% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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