+15.0%
QCOM vs CGNX
+45.2%
-30.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.7% |
| 7D | +7.8% | +3.2% | +4.7% | +6.9% |
| 30D | +12.2% | +6.0% | +6.2% | +10.2% |
| 3M | -9.9% | +3.5% | -13.4% | -11.0% |
| 6M | +36.9% | +26.3% | +10.6% | +32.2% |
| YTD | +8.0% | +79.2% | -71.2% | -4.8% |
| 1Y | +15.0% | +43.8% | -28.8% | +8.7% |
| All | +15.0% | +45.2% | -30.1% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling