+976.0%
ILMN vs CGNX
+580.4%
+395.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -3.9% | +3.2% | -7.1% | -4.9% |
| 30D | +6.9% | -3.7% | +10.6% | +7.9% |
| 3M | +28.1% | +1.0% | +27.1% | +25.9% |
| 6M | +65.0% | +22.1% | +42.9% | +50.4% |
| YTD | +56.3% | +72.7% | -16.4% | +20.7% |
| 1Y | +108.7% | +40.4% | +68.3% | +71.7% |
| 3Y | +33.1% | +45.2% | -12.2% | +4.0% |
| 5Y | -54.1% | -26.7% | -27.4% | -54.6% |
| 10Y | +27.8% | +178.5% | -150.7% | -24.1% |
| All | +976.0% | +580.4% | +395.5% | +172.6% |
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 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