+97,349.8%
ASML vs COP
+2,618.4%
+94,731.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.6% |
| 7D | +1.1% | +3.0% | -1.9% | -0.1% |
| 30D | +2.2% | +17.5% | -15.3% | -4.2% |
| 3M | -2.3% | +13.4% | -15.7% | -7.7% |
| 6M | +23.0% | +17.7% | +5.2% | +12.6% |
| YTD | +61.1% | +46.6% | +14.5% | +34.3% |
| 1Y | +129.1% | +44.6% | +84.5% | +90.7% |
| 3Y | +165.4% | +20.7% | +144.7% | +131.5% |
| 5Y | +109.5% | +185.0% | -75.6% | +21.3% |
| 10Y | +1,645.7% | +347.0% | +1,298.7% | +608.7% |
| All | +97,349.8% | +2,618.4% | +94,731.4% | +17,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling