+1,476.2%
VTR vs CGNX
+1,256.7%
+219.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | +1.1% | +6.0% | -4.9% | -0.1% |
| 3M | +7.9% | +3.5% | +4.4% | +6.3% |
| 6M | +6.2% | +26.3% | -20.1% | +0.2% |
| YTD | +17.7% | +79.2% | -61.5% | +2.4% |
| 1Y | +32.9% | +43.8% | -10.9% | +19.4% |
| 3Y | +129.7% | +52.0% | +77.7% | +97.1% |
| 5Y | +89.3% | -24.0% | +113.4% | +82.1% |
| 10Y | +99.1% | +189.1% | -90.0% | +38.9% |
| All | +1,476.2% | +1,256.7% | +219.4% | +556.9% |
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 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