+390.6%
LLY vs CGNX
-25.4%
+416.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -2.9% | +3.2% | -6.1% | -3.1% |
| 30D | -8.4% | +6.0% | -14.4% | -8.9% |
| 3M | -3.8% | +3.5% | -7.3% | -4.4% |
| 6M | +11.9% | +26.3% | -14.4% | +9.1% |
| YTD | +4.3% | +79.2% | -74.9% | -1.5% |
| 1Y | +48.5% | +43.8% | +4.7% | +42.1% |
| 3Y | +91.2% | +52.0% | +39.3% | +77.7% |
| All | +390.6% | -25.4% | +416.1% | +401.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling