+4,999.1%
ASML vs COPX
+186.2%
+4,812.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +1.1% | -4.0% | +5.1% | +3.1% |
| 30D | +2.2% | +4.5% | -2.4% | -0.4% |
| 3M | -2.3% | +0.8% | -3.1% | -3.3% |
| 6M | +23.0% | +3.2% | +19.8% | +19.8% |
| YTD | +61.1% | +26.7% | +34.3% | +40.4% |
| 1Y | +129.1% | +85.7% | +43.4% | +64.8% |
| 3Y | +165.4% | +151.2% | +14.2% | +60.8% |
| 5Y | +109.5% | +170.0% | -60.5% | +20.8% |
| 10Y | +1,645.7% | +572.9% | +1,072.8% | +531.1% |
| All | +4,999.1% | +186.2% | +4,812.9% | +2,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling