+3,895.5%
EMR vs CGNX
+12,871.6%
-8,976.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.8% |
| 7D | -0.4% | +3.2% | -3.6% | -1.0% |
| 30D | -6.8% | +6.0% | -12.8% | -7.8% |
| 3M | +7.5% | +3.5% | +3.9% | +6.5% |
| 6M | +9.9% | +26.3% | -16.4% | +4.9% |
| YTD | +16.0% | +79.2% | -63.3% | +2.2% |
| 1Y | +12.4% | +43.8% | -31.3% | +2.7% |
| 3Y | +60.2% | +52.0% | +8.3% | +42.4% |
| 5Y | +67.9% | -24.0% | +91.9% | +65.4% |
| 10Y | +282.0% | +189.1% | +92.9% | +196.8% |
| All | +3,895.5% | +12,871.6% | -8,976.1% | +1,611.2% |
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