+513.3%
CGNX vs EXEL
+263.2%
+250.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | +1.5% | -2.9% | +4.4% | +2.0% |
| 30D | -1.8% | +11.9% | -13.7% | -4.0% |
| 3M | +5.3% | +9.2% | -4.0% | +3.2% |
| 6M | +22.3% | +39.1% | -16.8% | +14.0% |
| YTD | +72.2% | +31.0% | +41.2% | +62.1% |
| 1Y | +39.8% | +52.3% | -12.5% | +27.3% |
| 3Y | +44.8% | +159.7% | -114.9% | +15.6% |
| 5Y | -27.0% | +187.7% | -214.8% | -43.4% |
| 10Y | +177.7% | +379.4% | -201.7% | +79.6% |
| All | +513.3% | +263.2% | +250.1% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling