+6,245.3%
ABT vs CGNX
+12,871.6%
-6,626.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.7% |
| 7D | -5.9% | +3.2% | -9.1% | -6.2% |
| 30D | -8.1% | +6.0% | -14.1% | -8.7% |
| 3M | +14.5% | +3.5% | +11.0% | +13.7% |
| 6M | -6.3% | +26.3% | -32.6% | -8.9% |
| YTD | -17.1% | +79.2% | -96.4% | -22.6% |
| 1Y | -21.4% | +43.8% | -65.2% | -25.3% |
| 3Y | +5.9% | +52.0% | -46.0% | -1.6% |
| 5Y | -12.8% | -24.0% | +11.3% | -14.3% |
| 10Y | +200.1% | +189.1% | +11.0% | +160.9% |
| All | +6,245.3% | +12,871.6% | -6,626.3% | +3,445.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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