+10,830.8%
FISV vs CGNX
+12,871.6%
-2,040.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +4.7% |
| 7D | -2.7% | +3.2% | -5.8% | -3.2% |
| 30D | 0.0% | +6.0% | -6.0% | -1.1% |
| 3M | -2.8% | +3.5% | -6.3% | -4.2% |
| 6M | -11.8% | +26.3% | -38.1% | -16.5% |
| YTD | -23.2% | +79.2% | -102.5% | -32.8% |
| 1Y | -62.0% | +43.8% | -105.8% | -65.6% |
| 3Y | -57.6% | +52.0% | -109.6% | -63.0% |
| 5Y | -53.4% | -24.0% | -29.4% | -54.8% |
| 10Y | +2.9% | +189.1% | -186.2% | -23.2% |
| All | +10,830.8% | +12,871.6% | -2,040.9% | +5,213.5% |
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