+1,534.9%
ASML vs COPX
+327.1%
+1,207.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +1.4% |
| 7D | -2.9% | +1.6% | -4.5% | -3.7% |
| 30D | -15.2% | -15.0% | -0.2% | -6.8% |
| 3M | -12.9% | -18.6% | +5.7% | -2.5% |
| 6M | -5.0% | -14.9% | +9.9% | +2.9% |
| YTD | +41.8% | +1.8% | +40.0% | +36.5% |
| 1Y | +46.0% | +19.7% | +26.4% | +28.1% |
| 3Y | +133.5% | +140.9% | -7.4% | +32.5% |
| 5Y | +93.0% | +130.6% | -37.6% | +10.2% |
| 10Y | +1,534.9% | +326.5% | +1,208.4% | +547.9% |
| All | +1,534.9% | +327.1% | +1,207.8% | +547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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