+224.4%
MRK vs CGNX
+193.6%
+30.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.0% |
| 7D | -4.3% | +3.2% | -7.4% | -4.6% |
| 30D | +8.3% | +6.0% | +2.3% | +7.4% |
| 3M | +20.0% | +3.5% | +16.5% | +18.9% |
| 6M | +25.7% | +26.3% | -0.6% | +21.1% |
| YTD | +38.7% | +79.2% | -40.5% | +26.9% |
| 1Y | +74.7% | +43.8% | +30.9% | +63.7% |
| 3Y | +45.4% | +52.0% | -6.6% | +31.8% |
| 5Y | +129.0% | -24.0% | +153.1% | +128.5% |
| All | +224.4% | +193.6% | +30.8% | +146.4% |
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 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