+112.4%
ASML vs CGNX
-25.9%
+138.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | +2.8% | +3.2% | -0.4% | +1.3% |
| 30D | -0.2% | -3.7% | +3.5% | +1.2% |
| 3M | -2.6% | +1.0% | -3.6% | -3.3% |
| 6M | +27.9% | +22.1% | +5.8% | +16.9% |
| YTD | +62.4% | +72.7% | -10.2% | +21.3% |
| 1Y | +116.2% | +40.4% | +75.9% | +76.3% |
| 3Y | +182.4% | +45.2% | +137.1% | +109.8% |
| 5Y | +112.4% | -26.7% | +139.1% | +117.7% |
| All | +112.4% | -25.9% | +138.3% | +117.7% |
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