+112.8%
FICO vs CGNX
-27.6%
+140.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -14.1% | +1.5% | -15.6% | -14.4% |
| 30D | -7.5% | -1.8% | -5.7% | -7.5% |
| 3M | -21.3% | +5.3% | -26.5% | -23.2% |
| 6M | -25.2% | +22.3% | -47.5% | -29.8% |
| YTD | -43.2% | +72.2% | -115.4% | -52.2% |
| 1Y | -37.2% | +39.8% | -77.1% | -44.7% |
| 3Y | +6.8% | +44.8% | -38.1% | -12.2% |
| 5Y | +112.8% | -27.0% | +139.9% | +114.4% |
| All | +112.8% | -27.6% | +140.4% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling