+52,612.4%
QCOM vs CGNX
+6,534.9%
+46,077.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | +9.3% | -1.8% | +11.1% | +9.6% |
| 3M | -7.0% | +5.3% | -12.2% | -8.9% |
| 6M | +32.0% | +22.3% | +9.7% | +24.1% |
| YTD | +5.0% | +72.2% | -67.2% | -13.2% |
| 1Y | +13.6% | +39.8% | -26.2% | -0.7% |
| 3Y | +77.6% | +44.8% | +32.8% | +49.6% |
| 5Y | +38.2% | -27.0% | +65.2% | +40.1% |
| 10Y | +282.8% | +177.7% | +105.1% | +158.5% |
| All | +52,612.4% | +6,534.9% | +46,077.5% | +19,421.7% |
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