+31,776.8%
AVGO vs CGNX
+1,715.2%
+30,061.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.3% |
| 7D | +1.1% | +3.2% | -2.0% | -0.1% |
| 30D | -13.0% | +6.0% | -19.0% | -15.3% |
| 3M | -6.0% | +3.5% | -9.5% | -8.2% |
| 6M | +6.4% | +26.3% | -19.9% | -4.2% |
| YTD | +5.0% | +79.2% | -74.3% | -21.6% |
| 1Y | +1.4% | +43.8% | -42.4% | -17.6% |
| 3Y | +336.8% | +52.0% | +284.9% | +232.1% |
| 5Y | +698.2% | -24.0% | +722.2% | +680.6% |
| 10Y | +2,837.0% | +189.1% | +2,647.9% | +1,459.3% |
| All | +31,776.8% | +1,715.2% | +30,061.6% | +7,611.3% |
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