+1,761.8%
ASML vs COPX
+592.9%
+1,168.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +0.6% |
| 7D | +6.0% | +5.8% | +0.2% | +2.7% |
| 30D | +1.4% | +7.2% | -5.8% | -2.9% |
| 3M | +1.0% | +16.5% | -15.5% | -7.9% |
| 6M | +37.0% | +18.4% | +18.5% | +23.0% |
| YTD | +65.8% | +31.9% | +33.8% | +38.2% |
| 1Y | +123.1% | +88.5% | +34.6% | +51.4% |
| 3Y | +188.2% | +173.1% | +15.1% | +53.6% |
| 5Y | +115.6% | +193.1% | -77.5% | +8.2% |
| 10Y | +1,761.8% | +591.7% | +1,170.2% | +502.4% |
| All | +1,761.8% | +592.9% | +1,168.9% | +502.4% |
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