+77,094.7%
ASML vs COST
+24,348.2%
+52,746.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.8% | -11.2% | -10.2% |
| 7D | -19.0% | +7.1% | -26.2% | -22.0% |
| 30D | -25.9% | +14.1% | -40.0% | -31.1% |
| 3M | -19.1% | +13.3% | -32.3% | -24.6% |
| 6M | -5.7% | +5.2% | -10.9% | -10.1% |
| YTD | +27.6% | +24.3% | +3.3% | +11.2% |
| 1Y | +30.8% | +14.6% | +16.1% | +18.7% |
| 3Y | +116.2% | +97.6% | +18.6% | +47.1% |
| 5Y | +67.7% | +119.1% | -51.4% | +8.8% |
| 10Y | +1,355.3% | +785.4% | +569.9% | +376.9% |
| All | +77,094.7% | +24,348.2% | +52,746.5% | +8,731.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling