+1,504.8%
ASML vs COST
+777.9%
+727.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +5.5% |
| 7D | -0.8% | +2.5% | -3.3% | -2.5% |
| 30D | -14.9% | +12.8% | -27.7% | -21.2% |
| 3M | -13.0% | +12.7% | -25.6% | -19.7% |
| 6M | -4.7% | +6.0% | -10.7% | -10.0% |
| YTD | +42.3% | +24.4% | +17.9% | +19.7% |
| 1Y | +49.7% | +16.2% | +33.5% | +31.6% |
| 3Y | +144.3% | +96.9% | +47.4% | +45.6% |
| 5Y | +86.4% | +121.1% | -34.8% | +2.5% |
| 10Y | +1,504.8% | +758.4% | +746.4% | +464.9% |
| All | +1,504.8% | +777.9% | +727.0% | +464.9% |
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