Depends on your cosmetic type and how much contamination you introduce to the product. Products that are more 'natural' are more prone to contamination as naturally derived preservatives to not work quite as well as the man made typical ones. Theoretically, according the the CTFA (cosmetics toiletries and fragrance association) and the USP (US Pharmacopeoia), typical Preservative efficacy testing (PET) indicates that your cosmetics should be able to last about 36 months, provided the company has performed the proper PET testing on their products prior to marketing. That is, Provided that you keep it at room temperature and not in the heat such as leaving it in the car. it lasts even longer if you refrigerate it (according to my company's stability technitian) and our own observances for re-testing products many years old.
Eye make-up such as mascarra and liquid eyeliners however, have a much shorter shelf-life because air exposure typically dries out the product, and the eye is very easily prone to infection. it is recommended you throw it out in about 3 months.