+143.8%
IBM vs CGNX
+193.6%
-49.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +3.3% |
| 7D | +3.6% | +3.2% | +0.4% | +3.0% |
| 30D | +3.1% | +6.0% | -2.9% | +1.9% |
| 3M | -10.8% | +3.5% | -14.4% | -12.1% |
| 6M | -0.8% | +26.3% | -27.1% | -6.0% |
| YTD | -16.2% | +79.2% | -95.4% | -27.1% |
| 1Y | -2.9% | +43.8% | -46.7% | -12.2% |
| 3Y | +79.8% | +52.0% | +27.9% | +54.9% |
| 5Y | +124.9% | -24.0% | +148.9% | +121.8% |
| All | +143.8% | +193.6% | -49.8% | +70.2% |
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