+47.5%
ASML vs UNP
+38.9%
+8.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | +4.9% | +4.2% | +0.7% | +4.8% |
| 30D | -9.3% | +5.6% | -14.9% | -9.1% |
| 3M | -19.0% | +2.0% | -21.0% | -18.7% |
| 6M | -5.2% | +15.4% | -20.6% | -5.4% |
| YTD | +40.6% | +32.7% | +7.9% | +38.0% |
| 1Y | +47.5% | +39.4% | +8.1% | +47.0% |
| All | +47.5% | +38.9% | +8.6% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling