+10.6%
TMO vs CGNX
-25.4%
+36.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.3% |
| 7D | -0.6% | +3.2% | -3.8% | -1.3% |
| 30D | +1.1% | +6.0% | -4.9% | -0.3% |
| 3M | +28.3% | +3.5% | +24.8% | +26.1% |
| 6M | +23.3% | +26.3% | -3.0% | +15.1% |
| YTD | +5.5% | +79.2% | -73.8% | -11.9% |
| 1Y | +24.5% | +43.8% | -19.2% | +9.7% |
| 3Y | +19.6% | +52.0% | -32.4% | -2.4% |
| All | +10.6% | -25.4% | +36.0% | +7.5% |
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