+11,334.7%
VRTX vs CGNX
+5,034.5%
+6,300.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.8% | +1.5% | -9.3% | -8.1% |
| 30D | -2.8% | -1.8% | -1.1% | -2.8% |
| 3M | +18.1% | +5.3% | +12.8% | +15.6% |
| 6M | +3.1% | +22.3% | -19.2% | -3.0% |
| YTD | +13.5% | +72.2% | -58.7% | -2.6% |
| 1Y | +32.4% | +39.8% | -7.4% | +18.0% |
| 3Y | +50.0% | +44.8% | +5.2% | +27.0% |
| 5Y | +172.9% | -27.0% | +199.9% | +162.3% |
| 10Y | +449.3% | +177.7% | +271.6% | +268.5% |
| All | +11,334.7% | +5,034.5% | +6,300.1% | +4,465.2% |
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