+1,549.9%
LLY vs CGNX
+193.6%
+1,356.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.1% |
| 7D | -2.9% | +3.2% | -6.1% | -3.3% |
| 30D | -8.4% | +6.0% | -14.4% | -9.3% |
| 3M | -3.8% | +3.5% | -7.3% | -4.9% |
| 6M | +11.9% | +26.3% | -14.4% | +7.4% |
| YTD | +4.3% | +79.2% | -74.9% | -5.3% |
| 1Y | +48.5% | +43.8% | +4.7% | +38.2% |
| 3Y | +91.2% | +52.0% | +39.3% | +71.5% |
| 5Y | +387.5% | -24.0% | +411.5% | +382.9% |
| All | +1,549.9% | +193.6% | +1,356.3% | +1,139.1% |
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