+1,395.4%
ASML vs COP
+324.3%
+1,071.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.9% |
| 7D | -9.0% | -11.5% | +2.5% | -6.0% |
| 30D | -21.0% | +5.0% | -25.9% | -22.1% |
| 3M | -16.3% | +17.5% | -33.8% | -20.3% |
| 6M | -7.5% | +16.2% | -23.8% | -12.3% |
| YTD | +34.0% | +48.8% | -14.8% | +16.3% |
| 1Y | +39.3% | +64.1% | -24.8% | +16.8% |
| 3Y | +128.9% | +25.7% | +103.2% | +104.9% |
| 5Y | +76.1% | +114.4% | -38.3% | +29.3% |
| All | +1,395.4% | +324.3% | +1,071.1% | +798.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling