+159.7%
GILD vs CGNX
+193.6%
-33.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -1.2% |
| 7D | -4.8% | +3.2% | -8.0% | -5.2% |
| 30D | +5.8% | +6.0% | -0.2% | +4.9% |
| 3M | +14.9% | +3.5% | +11.4% | +13.8% |
| 6M | -0.4% | +26.3% | -26.6% | -3.9% |
| YTD | +18.5% | +79.2% | -60.7% | +8.0% |
| 1Y | +25.1% | +43.8% | -18.7% | +17.0% |
| 3Y | +105.9% | +52.0% | +53.9% | +85.7% |
| 5Y | +143.0% | -24.0% | +167.0% | +141.5% |
| All | +159.7% | +193.6% | -33.9% | +92.2% |
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 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