+104,211.8%
FICO vs CGNX
+12,469.7%
+91,742.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.4% | +3.6% | -19.0% | -16.1% |
| 30D | -10.4% | -6.8% | -3.5% | -9.5% |
| 3M | -22.7% | -0.1% | -22.6% | -23.8% |
| 6M | -36.8% | +26.2% | -63.0% | -40.6% |
| YTD | -44.8% | +73.7% | -118.5% | -52.1% |
| 1Y | -39.3% | +40.4% | -79.7% | -45.5% |
| 3Y | +3.7% | +46.1% | -42.4% | -10.4% |
| 5Y | +101.7% | -25.6% | +127.4% | +96.3% |
| 10Y | +602.8% | +171.3% | +431.4% | +437.6% |
| All | +104,211.8% | +12,469.7% | +91,742.1% | +40,681.2% |
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