+1,644.6%
ASML vs COST
+585.5%
+1,059.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.8% |
| 7D | +1.1% | -3.1% | +4.2% | +3.0% |
| 30D | +2.2% | -2.8% | +5.0% | +3.7% |
| 3M | -2.3% | -5.7% | +3.4% | 0.0% |
| 6M | +23.0% | -8.8% | +31.7% | +27.2% |
| YTD | +61.1% | +6.7% | +54.4% | +49.6% |
| 1Y | +129.1% | -3.6% | +132.8% | +126.5% |
| 3Y | +165.4% | +75.1% | +90.3% | +70.1% |
| 5Y | +109.5% | +108.9% | +0.6% | +20.1% |
| All | +1,644.6% | +585.5% | +1,059.1% | +549.3% |
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