+128.9%
ASML vs COST
+95.5%
+33.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.2% |
| 7D | -9.0% | +4.1% | -13.1% | -9.9% |
| 30D | -21.0% | +12.0% | -32.9% | -23.3% |
| 3M | -16.3% | +11.2% | -27.5% | -18.6% |
| 6M | -7.5% | +6.1% | -13.7% | -9.5% |
| YTD | +34.0% | +22.9% | +11.1% | +20.3% |
| 1Y | +39.3% | +14.7% | +24.5% | +29.9% |
| 3Y | +128.9% | +92.3% | +36.5% | +58.2% |
| All | +128.9% | +95.5% | +33.3% | +58.2% |
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