+1,395.4%
ASML vs COPX
+384.5%
+1,010.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.2% |
| 7D | -9.0% | -1.0% | -8.0% | -8.5% |
| 30D | -21.0% | -14.8% | -6.2% | -13.4% |
| 3M | -16.3% | -17.2% | +0.9% | -7.3% |
| 6M | -7.5% | -14.5% | +6.9% | -0.1% |
| YTD | +34.0% | -0.4% | +34.4% | +30.7% |
| 1Y | +39.3% | +21.9% | +17.4% | +21.1% |
| 3Y | +128.9% | +123.7% | +5.1% | +36.1% |
| 5Y | +76.1% | +121.8% | -45.7% | +3.4% |
| All | +1,395.4% | +384.5% | +1,010.9% | +519.2% |
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