+128.9%
ASML vs UNP
+46.2%
+82.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.8% |
| 7D | -9.0% | -4.6% | -4.5% | -7.7% |
| 30D | -21.0% | +5.6% | -26.6% | -22.5% |
| 3M | -16.3% | -1.3% | -15.0% | -16.1% |
| 6M | -7.5% | +9.2% | -16.8% | -11.1% |
| YTD | +34.0% | +27.3% | +6.7% | +20.0% |
| 1Y | +39.3% | +35.9% | +3.4% | +20.8% |
| 3Y | +128.9% | +45.5% | +83.4% | +85.1% |
| All | +128.9% | +46.2% | +82.6% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling