+23.4%
REGN vs CGNX
-25.4%
+48.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.0% |
| 7D | -5.6% | +3.2% | -8.7% | -6.0% |
| 30D | -2.0% | +6.0% | -8.0% | -2.9% |
| 3M | +28.0% | +3.5% | +24.4% | +26.4% |
| 6M | +1.2% | +26.3% | -25.1% | -3.1% |
| YTD | +1.6% | +79.2% | -77.6% | -8.4% |
| 1Y | +38.2% | +43.8% | -5.6% | +28.2% |
| 3Y | -5.4% | +52.0% | -57.3% | -16.7% |
| All | +23.4% | -25.4% | +48.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling