+97,349.8%
ASML vs CGNX
+2,141.4%
+95,208.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.1% |
| 7D | +1.1% | +3.0% | -1.9% | -0.2% |
| 30D | +2.2% | -11.8% | +14.0% | +7.6% |
| 3M | -2.3% | -3.6% | +1.3% | -0.9% |
| 6M | +23.0% | +17.4% | +5.6% | +14.2% |
| YTD | +61.1% | +73.7% | -12.7% | +20.0% |
| 1Y | +129.1% | +41.5% | +87.6% | +84.9% |
| 3Y | +165.4% | +34.1% | +131.3% | +107.7% |
| 5Y | +109.5% | -27.3% | +136.7% | +113.9% |
| 10Y | +1,645.7% | +166.6% | +1,479.1% | +814.7% |
| All | +97,349.8% | +2,141.4% | +95,208.4% | +13,743.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling