+85,040.9%
ASML vs COP
+2,672.6%
+82,368.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -1.6% |
| 7D | -10.0% | -8.1% | -1.9% | -7.2% |
| 30D | -19.4% | +6.7% | -26.1% | -21.7% |
| 3M | -12.5% | +16.9% | -29.4% | -18.3% |
| 6M | +8.2% | +11.2% | -3.0% | +1.8% |
| YTD | +40.7% | +49.5% | -8.8% | +15.7% |
| 1Y | +46.1% | +60.7% | -14.5% | +16.1% |
| 3Y | +138.5% | +24.9% | +113.6% | +104.9% |
| 5Y | +84.2% | +121.7% | -37.5% | +18.6% |
| 10Y | +1,505.1% | +333.8% | +1,171.3% | +561.9% |
| All | +85,040.9% | +2,672.6% | +82,368.3% | +14,864.6% |
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