+1,644.6%
ASML vs UNP
+277.2%
+1,367.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | -5.3% | +6.5% | +4.3% |
| 30D | +2.2% | -1.5% | +3.7% | +3.0% |
| 3M | -2.3% | +10.3% | -12.6% | -8.3% |
| 6M | +23.0% | +9.7% | +13.3% | +15.0% |
| YTD | +61.1% | +27.1% | +34.0% | +37.4% |
| 1Y | +129.1% | +32.6% | +96.5% | +89.9% |
| 3Y | +165.4% | +40.0% | +125.4% | +108.3% |
| 5Y | +109.5% | +50.8% | +58.6% | +54.7% |
| All | +1,644.6% | +277.2% | +1,367.3% | +765.7% |
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