+2,500.0%
ELV vs CGNX
+1,652.2%
+847.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | +3.2% | +3.2% | 0.0% | +2.6% |
| 30D | +5.4% | +6.0% | -0.6% | +4.1% |
| 3M | +5.4% | +3.5% | +1.8% | +3.9% |
| 6M | +45.7% | +26.3% | +19.4% | +37.6% |
| YTD | +21.2% | +79.2% | -58.0% | +5.7% |
| 1Y | +35.6% | +43.8% | -8.2% | +22.6% |
| 3Y | -2.0% | +52.0% | -54.0% | -15.4% |
| 5Y | +26.0% | -24.0% | +50.1% | +21.8% |
| 10Y | +278.7% | +189.1% | +89.6% | +165.5% |
| All | +2,500.0% | +1,652.2% | +847.8% | +1,022.8% |
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