+1,696.4%
ASML vs CGNX
+182.0%
+1,514.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +2.5% | +1.5% | +1.0% | +1.8% |
| 30D | -6.2% | -1.8% | -4.4% | -5.7% |
| 3M | -2.6% | +5.3% | -7.8% | -5.1% |
| 6M | +22.4% | +22.3% | +0.1% | +11.5% |
| YTD | +58.5% | +72.2% | -13.7% | +17.9% |
| 1Y | +114.2% | +39.8% | +74.3% | +73.6% |
| 3Y | +175.5% | +44.8% | +130.7% | +105.8% |
| 5Y | +105.9% | -27.0% | +133.0% | +110.7% |
| All | +1,696.4% | +182.0% | +1,514.3% | +998.2% |
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