+696.9%
AVGO vs CGNX
-25.4%
+722.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.2% |
| 7D | +1.1% | +3.2% | -2.0% | -0.1% |
| 30D | -13.0% | +6.0% | -19.0% | -15.2% |
| 3M | -6.0% | +3.5% | -9.5% | -8.0% |
| 6M | +6.4% | +26.3% | -19.9% | -3.3% |
| YTD | +5.0% | +79.2% | -74.3% | -20.3% |
| 1Y | +1.4% | +43.8% | -42.4% | -16.0% |
| 3Y | +336.8% | +52.0% | +284.9% | +234.5% |
| All | +696.9% | -25.4% | +722.3% | +644.7% |
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