+26.4%
VZ vs CGNX
-27.6%
+54.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | +5.7% | -1.8% | +7.5% | +5.7% |
| 3M | +8.2% | +5.3% | +3.0% | +7.9% |
| 6M | +1.7% | +22.3% | -20.6% | +0.8% |
| YTD | +28.9% | +72.2% | -43.3% | +25.7% |
| 1Y | +22.7% | +39.8% | -17.1% | +20.7% |
| 3Y | +82.7% | +44.8% | +37.9% | +77.0% |
| 5Y | +26.4% | -27.0% | +53.4% | +20.6% |
| All | +26.4% | -27.6% | +54.0% | +20.6% |
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