+77,094.7%
ASML vs UNP
+6,325.1%
+70,769.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -7.4% |
| 7D | -19.0% | -1.3% | -17.7% | -18.4% |
| 30D | -25.9% | +7.7% | -33.6% | -29.1% |
| 3M | -19.1% | +1.3% | -20.3% | -20.0% |
| 6M | -5.7% | +14.0% | -19.7% | -13.6% |
| YTD | +27.6% | +30.8% | -3.2% | +7.4% |
| 1Y | +30.8% | +40.0% | -9.2% | +5.7% |
| 3Y | +116.2% | +50.1% | +66.2% | +65.3% |
| 5Y | +67.7% | +39.6% | +28.0% | +32.4% |
| 10Y | +1,355.3% | +318.1% | +1,037.2% | +501.9% |
| All | +77,094.7% | +6,325.1% | +70,769.5% | +9,403.8% |
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