+202.1%
AMGN vs CGNX
+168.4%
+33.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +2.2% |
| 7D | -12.7% | -3.8% | -9.0% | -12.3% |
| 30D | -7.6% | -8.6% | +1.0% | -6.5% |
| 3M | +8.0% | -5.7% | +13.7% | +8.2% |
| 6M | +5.6% | +25.2% | -19.6% | +0.4% |
| YTD | +18.9% | +67.2% | -48.2% | +6.2% |
| 1Y | +41.9% | +35.8% | +6.0% | +30.7% |
| 3Y | +59.1% | +40.5% | +18.7% | +41.2% |
| 5Y | +106.3% | -29.7% | +136.0% | +107.0% |
| 10Y | +202.1% | +166.0% | +36.2% | +116.8% |
| All | +202.1% | +168.4% | +33.7% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling