+244.0%
EQIX vs CGNX
+193.6%
+50.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.3% |
| 7D | +0.2% | +3.2% | -3.0% | -0.6% |
| 30D | -2.5% | +6.0% | -8.5% | -4.0% |
| 3M | 0.0% | +3.5% | -3.6% | -1.8% |
| 6M | +7.6% | +26.3% | -18.6% | -0.2% |
| YTD | +37.5% | +79.2% | -41.7% | +15.1% |
| 1Y | +32.9% | +43.8% | -10.9% | +16.4% |
| 3Y | +42.8% | +52.0% | -9.2% | +17.4% |
| 5Y | +35.8% | -24.0% | +59.9% | +32.1% |
| All | +244.0% | +193.6% | +50.3% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling