+1,557.1%
ASML vs UNP
+286.3%
+1,270.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.2% |
| 7D | +4.9% | +4.2% | +0.7% | +2.5% |
| 30D | -9.3% | +5.6% | -14.9% | -12.3% |
| 3M | -19.0% | +2.0% | -21.0% | -20.3% |
| 6M | -5.2% | +15.4% | -20.6% | -14.2% |
| YTD | +40.6% | +32.7% | +7.9% | +16.2% |
| 1Y | +47.5% | +39.4% | +8.1% | +18.0% |
| 3Y | +133.9% | +54.3% | +79.6% | +71.6% |
| 5Y | +83.8% | +39.6% | +44.2% | +41.7% |
| All | +1,557.1% | +286.3% | +1,270.8% | +695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling