+52.0%
CGNX vs EXEL
+154.7%
-102.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.4% |
| 7D | +3.2% | -4.9% | +8.1% | +3.8% |
| 30D | +6.0% | +11.4% | -5.4% | +4.4% |
| 3M | +3.5% | +4.9% | -1.4% | +2.7% |
| 6M | +26.3% | +34.4% | -8.1% | +20.9% |
| YTD | +79.2% | +28.0% | +51.2% | +72.4% |
| 1Y | +43.8% | +43.6% | +0.2% | +36.1% |
| 3Y | +52.0% | +155.2% | -103.3% | +39.5% |
| All | +52.0% | +154.7% | -102.8% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling