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  • LLY vs CGNX✓SelectedUSD · CGNXLLY vs CGNX performance historyLatest closeAs of-0.65%09/11
Stock and ETF performance explorer

LLY vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,043.9%
CGNX return
+12,871.6%
Excess return
+4,172.3%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
1D-0.7%+4.1%-4.8%-1.0%
7D-2.9%+3.2%-6.1%-3.2%
30D-8.4%+6.0%-14.4%-9.1%
3M-3.8%+3.5%-7.3%-4.6%
6M+11.9%+26.3%-14.4%+8.6%
YTD+4.3%+79.2%-74.9%-2.7%
1Y+48.5%+43.8%+4.7%+40.9%
3Y+91.2%+52.0%+39.3%+77.4%
5Y+387.5%-24.0%+411.5%+377.8%
10Y+1,567.6%+189.1%+1,378.5%+1,301.2%
All+17,043.9%+12,871.6%+4,172.3%+8,930.7%

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