-25.0%
TEVA vs CGNX
+193.6%
-218.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.1% | -2.1% | +1.0% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | +1.0% | +6.0% | -5.0% | -0.7% |
| 3M | +7.3% | +3.5% | +3.8% | +5.2% |
| 6M | +21.7% | +26.3% | -4.6% | +12.6% |
| YTD | +18.8% | +79.2% | -60.4% | -2.4% |
| 1Y | +86.5% | +43.8% | +42.7% | +61.3% |
| 3Y | +269.4% | +52.0% | +217.5% | +196.2% |
| 5Y | +303.6% | -24.0% | +327.6% | +295.8% |
| All | -25.0% | +193.6% | -218.6% | -50.1% |
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