+726.8%
PODD vs CGNX
+1,264.5%
-537.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.5% |
| 7D | -10.5% | +3.2% | -13.7% | -11.6% |
| 30D | -9.0% | +6.0% | -15.0% | -11.4% |
| 3M | -11.5% | +3.5% | -15.1% | -14.6% |
| 6M | -44.7% | +26.3% | -71.0% | -51.0% |
| YTD | -53.6% | +79.2% | -132.8% | -65.5% |
| 1Y | -61.0% | +43.8% | -104.7% | -68.8% |
| 3Y | -24.7% | +52.0% | -76.7% | -45.0% |
| 5Y | -55.5% | -24.0% | -31.4% | -57.8% |
| 10Y | +221.5% | +189.1% | +32.5% | +52.5% |
| All | +726.8% | +1,264.5% | -537.7% | +20.3% |
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