+92.7%
ASML vs COST
+126.7%
-34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +0.7% |
| 7D | +2.5% | +3.9% | -1.4% | +0.3% |
| 30D | -12.2% | +13.5% | -25.7% | -18.7% |
| 3M | -14.6% | +15.3% | -30.0% | -21.9% |
| 6M | -1.7% | +9.2% | -10.9% | -8.4% |
| YTD | +44.3% | +26.9% | +17.4% | +19.5% |
| 1Y | +51.0% | +19.7% | +31.3% | +30.2% |
| 3Y | +137.6% | +96.0% | +41.6% | +32.2% |
| 5Y | +92.7% | +124.0% | -31.3% | -3.3% |
| All | +92.7% | +126.7% | -34.0% | -3.3% |
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