+1,580.6%
ASML vs UNP
+287.8%
+1,292.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | +2.5% | -2.1% | +4.6% | +3.9% |
| 30D | -12.2% | +7.3% | -19.5% | -15.9% |
| 3M | -14.6% | +3.6% | -18.2% | -16.7% |
| 6M | -1.7% | +15.8% | -17.6% | -11.2% |
| YTD | +44.3% | +32.6% | +11.7% | +19.4% |
| 1Y | +51.0% | +37.2% | +13.8% | +22.1% |
| 3Y | +137.6% | +52.6% | +85.0% | +75.7% |
| 5Y | +92.7% | +40.6% | +52.2% | +48.1% |
| 10Y | +1,580.6% | +288.4% | +1,292.2% | +721.7% |
| All | +1,580.6% | +287.8% | +1,292.8% | +721.7% |
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