+498.2%
HCA vs CGNX
+193.6%
+304.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.6% |
| 7D | +5.4% | +3.2% | +2.3% | +4.8% |
| 30D | +3.0% | +6.0% | -3.0% | +1.7% |
| 3M | +13.0% | +3.5% | +9.5% | +11.3% |
| 6M | -20.3% | +26.3% | -46.6% | -24.8% |
| YTD | -8.2% | +79.2% | -87.5% | -20.6% |
| 1Y | +6.7% | +43.8% | -37.1% | -4.1% |
| 3Y | +60.4% | +52.0% | +8.4% | +36.7% |
| 5Y | +73.4% | -24.0% | +97.5% | +69.9% |
| All | +498.2% | +193.6% | +304.6% | +283.6% |
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