+67.7%
ASML vs UNP
+39.5%
+28.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -7.7% |
| 7D | -19.0% | -1.3% | -17.7% | -18.5% |
| 30D | -25.9% | +7.7% | -33.6% | -28.7% |
| 3M | -19.1% | +1.3% | -20.3% | -19.8% |
| 6M | -5.7% | +14.0% | -19.7% | -12.9% |
| YTD | +27.6% | +30.8% | -3.2% | +8.3% |
| 1Y | +30.8% | +40.0% | -9.2% | +6.4% |
| 3Y | +116.2% | +50.1% | +66.2% | +63.0% |
| 5Y | +67.7% | +39.6% | +28.0% | +31.5% |
| All | +67.7% | +39.5% | +28.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling