+3,634.3%
REGN vs CGNX
+6,084.2%
-2,449.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.4% |
| 7D | -5.6% | +3.2% | -8.7% | -6.3% |
| 30D | -2.0% | +6.0% | -8.0% | -3.6% |
| 3M | +28.0% | +3.5% | +24.4% | +25.5% |
| 6M | +1.2% | +26.3% | -25.1% | -5.8% |
| YTD | +1.6% | +79.2% | -77.6% | -14.5% |
| 1Y | +38.2% | +43.8% | -5.6% | +21.3% |
| 3Y | -5.4% | +52.0% | -57.3% | -21.1% |
| 5Y | +21.3% | -24.0% | +45.3% | +15.8% |
| 10Y | +105.2% | +189.1% | -83.9% | +30.4% |
| All | +3,634.3% | +6,084.2% | -2,449.9% | +1,067.7% |
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