+46.6%
ASML vs COST
+16.7%
+29.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.9% |
| 7D | -0.8% | +2.5% | -3.3% | +0.9% |
| 30D | -14.9% | +12.8% | -27.7% | -8.7% |
| 3M | -13.0% | +12.7% | -25.6% | -6.5% |
| 6M | -4.7% | +6.0% | -10.7% | +0.7% |
| YTD | +42.3% | +24.4% | +17.9% | +46.9% |
| All | +46.6% | +16.7% | +29.9% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling