+338.2%
FIS vs CGNX
+1,160.6%
-822.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -8.9% | +1.5% | -10.4% | -9.2% |
| 30D | -9.9% | -1.8% | -8.1% | -9.8% |
| 3M | 0.0% | +5.3% | -5.3% | -2.6% |
| 6M | -22.9% | +22.3% | -45.2% | -28.2% |
| YTD | -40.9% | +72.2% | -113.1% | -50.7% |
| 1Y | -40.4% | +39.8% | -80.3% | -48.2% |
| 3Y | -25.4% | +44.8% | -70.2% | -38.1% |
| 5Y | -64.8% | -27.0% | -37.8% | -66.1% |
| 10Y | -40.2% | +177.7% | -217.9% | -62.0% |
| All | +338.2% | +1,160.6% | -822.4% | +51.9% |
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