+144.3%
ASML vs COST
+94.9%
+49.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.0% | +6.0% |
| 7D | -0.8% | +2.5% | -3.3% | -1.4% |
| 30D | -14.9% | +12.8% | -27.7% | -17.4% |
| 3M | -13.0% | +12.7% | -25.6% | -15.6% |
| 6M | -4.7% | +6.0% | -10.7% | -6.3% |
| YTD | +42.3% | +24.4% | +17.9% | +27.5% |
| 1Y | +49.7% | +16.2% | +33.5% | +39.2% |
| 3Y | +144.3% | +96.9% | +47.4% | +68.0% |
| All | +144.3% | +94.9% | +49.4% | +68.0% |
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