+282.9%
QCOM vs CGNX
+193.6%
+89.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.1% |
| 7D | +7.8% | +3.2% | +4.7% | +6.4% |
| 30D | +12.2% | +6.0% | +6.2% | +9.1% |
| 3M | -9.9% | +3.5% | -13.4% | -12.0% |
| 6M | +36.9% | +26.3% | +10.6% | +23.6% |
| YTD | +8.0% | +79.2% | -71.2% | -19.7% |
| 1Y | +15.0% | +43.8% | -28.8% | -6.6% |
| 3Y | +75.8% | +52.0% | +23.9% | +31.9% |
| 5Y | +42.2% | -24.0% | +66.2% | +41.3% |
| All | +282.9% | +193.6% | +89.3% | +132.0% |
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