+82.7%
ASML vs CGNX
-37.5%
+120.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +4.9% | +4.7% | +0.3% | +2.8% |
| 30D | -9.3% | -12.7% | +3.4% | -3.3% |
| 3M | -19.0% | -18.7% | -0.3% | -11.3% |
| 6M | -5.2% | -21.2% | +16.0% | +5.2% |
| YTD | +40.6% | +39.6% | +1.0% | +15.2% |
| 1Y | +47.5% | +35.6% | +12.0% | +22.3% |
| 3Y | +133.9% | +44.7% | +89.2% | +65.3% |
| All | +82.7% | -37.5% | +120.2% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling