+84,976.1%
ASML vs CGNX
+1,700.7%
+83,275.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +4.9% | +4.7% | +0.3% | +2.9% |
| 30D | -9.3% | -12.7% | +3.4% | -3.5% |
| 3M | -19.0% | -18.7% | -0.3% | -11.5% |
| 6M | -5.2% | -21.2% | +16.0% | +5.0% |
| YTD | +40.6% | +39.6% | +1.0% | +15.3% |
| 1Y | +47.5% | +35.6% | +12.0% | +22.2% |
| 3Y | +133.9% | +44.7% | +89.2% | +76.4% |
| 5Y | +83.8% | -37.8% | +121.5% | +102.0% |
| 10Y | +1,539.7% | +95.1% | +1,444.6% | +889.4% |
| All | +84,976.1% | +1,700.7% | +83,275.4% | +13,205.9% |
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