+115.6%
ASML vs COST
+109.2%
+6.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.3% |
| 7D | +6.0% | -3.2% | +9.2% | +8.0% |
| 30D | +1.4% | -4.0% | +5.3% | +3.6% |
| 3M | +1.0% | -6.5% | +7.5% | +3.9% |
| 6M | +37.0% | -8.5% | +45.5% | +41.4% |
| YTD | +65.8% | +6.0% | +59.7% | +52.9% |
| 1Y | +123.1% | -5.8% | +128.9% | +123.3% |
| 3Y | +188.2% | +71.8% | +116.3% | +71.0% |
| 5Y | +115.6% | +106.2% | +9.4% | +7.7% |
| All | +115.6% | +109.2% | +6.4% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling