+201.1%
WELL vs CGNX
-25.4%
+226.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.3% |
| 7D | -0.2% | +3.2% | -3.4% | -0.5% |
| 30D | +2.3% | +6.0% | -3.7% | +1.8% |
| 3M | +12.3% | +3.5% | +8.7% | +11.6% |
| 6M | +15.6% | +26.3% | -10.7% | +12.5% |
| YTD | +28.3% | +79.2% | -50.9% | +19.8% |
| 1Y | +41.9% | +43.8% | -1.9% | +35.1% |
| 3Y | +198.3% | +52.0% | +146.4% | +174.7% |
| All | +201.1% | -25.4% | +226.5% | +172.1% |
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 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