+133.9%
ASML vs COST
+100.1%
+33.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +4.9% | +5.0% | -0.1% | +4.0% |
| 30D | -9.3% | +12.8% | -22.1% | -11.7% |
| 3M | -19.0% | +15.2% | -34.2% | -21.6% |
| 6M | -5.2% | +7.4% | -12.6% | -6.4% |
| YTD | +40.6% | +29.0% | +11.6% | +25.3% |
| 1Y | +47.5% | +20.3% | +27.2% | +36.6% |
| 3Y | +133.9% | +99.0% | +34.9% | +69.6% |
| All | +133.9% | +100.1% | +33.8% | +69.6% |
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