+164.9%
ASML vs COST
+74.6%
+90.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | +1.1% | -3.1% | +4.2% | +2.0% |
| 30D | +2.2% | -2.8% | +5.0% | +2.9% |
| 3M | -2.3% | -5.7% | +3.4% | -1.1% |
| 6M | +23.0% | -8.8% | +31.7% | +25.2% |
| YTD | +61.1% | +6.7% | +54.4% | +50.4% |
| 1Y | +129.1% | -3.6% | +132.8% | +125.7% |
| All | +164.9% | +74.6% | +90.3% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling