+97,349.8%
ASML vs UNP
+6,145.5%
+91,204.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +1.1% | -5.3% | +6.5% | +4.2% |
| 30D | +2.2% | -1.5% | +3.7% | +3.0% |
| 3M | -2.3% | +10.3% | -12.6% | -8.2% |
| 6M | +23.0% | +9.7% | +13.3% | +15.2% |
| YTD | +61.1% | +27.1% | +34.0% | +38.3% |
| 1Y | +129.1% | +32.6% | +96.5% | +91.5% |
| 3Y | +165.4% | +40.0% | +125.4% | +111.6% |
| 5Y | +109.5% | +50.8% | +58.6% | +58.5% |
| 10Y | +1,645.7% | +278.6% | +1,367.1% | +664.0% |
| All | +97,349.8% | +6,145.5% | +91,204.3% | +12,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling