+47.5%
ASML vs COST
+21.4%
+26.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.6% |
| 7D | +4.9% | +5.0% | -0.1% | +8.0% |
| 30D | -9.3% | +12.8% | -22.1% | -2.3% |
| 3M | -19.0% | +15.2% | -34.2% | -11.7% |
| 6M | -5.2% | +7.4% | -12.6% | +2.2% |
| YTD | +40.6% | +29.0% | +11.6% | +47.5% |
| 1Y | +47.5% | +20.3% | +27.2% | +59.4% |
| All | +47.5% | +21.4% | +26.1% | +59.4% |
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