+1,534.9%
ASML vs COST
+756.8%
+778.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.9% | +4.6% | -7.5% | -5.5% |
| 30D | -15.2% | +12.8% | -28.0% | -21.5% |
| 3M | -12.9% | +12.1% | -25.0% | -19.4% |
| 6M | -5.0% | +6.0% | -11.0% | -10.4% |
| YTD | +41.8% | +24.4% | +17.4% | +19.3% |
| 1Y | +46.0% | +17.1% | +28.9% | +27.7% |
| 3Y | +133.5% | +92.2% | +41.3% | +41.5% |
| 5Y | +93.0% | +122.5% | -29.5% | +5.7% |
| 10Y | +1,534.9% | +758.9% | +776.0% | +480.3% |
| All | +1,534.9% | +756.8% | +778.1% | +480.3% |
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