+1,557.1%
ASML vs COST
+766.3%
+790.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | +4.9% | +5.0% | -0.1% | +2.1% |
| 30D | -9.3% | +12.8% | -22.1% | -15.9% |
| 3M | -19.0% | +15.2% | -34.2% | -26.1% |
| 6M | -5.2% | +7.4% | -12.6% | -11.0% |
| YTD | +40.6% | +29.0% | +11.6% | +15.7% |
| 1Y | +47.5% | +20.3% | +27.2% | +27.1% |
| 3Y | +133.9% | +99.0% | +34.9% | +38.7% |
| 5Y | +83.8% | +125.7% | -41.9% | -0.2% |
| All | +1,557.1% | +766.3% | +790.8% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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