+112.6%
ASML vs CGNX
+45.2%
+67.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.6% |
| 7D | -1.0% | +3.2% | -4.1% | -2.0% |
| 30D | -6.2% | +6.0% | -12.2% | -7.9% |
| 3M | -10.5% | +3.5% | -14.0% | -11.2% |
| 6M | +22.9% | +26.3% | -3.4% | +17.1% |
| YTD | +59.5% | +79.2% | -19.7% | +38.4% |
| 1Y | +112.6% | +43.8% | +68.8% | +93.3% |
| All | +112.6% | +45.2% | +67.4% | +93.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling