+16,311.0%
INTC vs CGNX
+12,871.6%
+3,439.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +1.4% |
| 7D | +7.5% | +3.2% | +4.3% | +6.5% |
| 30D | +2.0% | +6.0% | -4.0% | +0.3% |
| 3M | -12.0% | +3.5% | -15.5% | -12.4% |
| 6M | +114.5% | +26.3% | +88.3% | +103.2% |
| YTD | +179.0% | +79.2% | +99.7% | +134.6% |
| 1Y | +318.3% | +43.8% | +274.5% | +272.5% |
| 3Y | +171.2% | +52.0% | +119.3% | +132.3% |
| 5Y | +107.6% | -24.0% | +131.6% | +110.2% |
| 10Y | +258.5% | +189.1% | +69.4% | +147.2% |
| All | +16,311.0% | +12,871.6% | +3,439.4% | +4,160.7% |
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