+18,629.3%
WELL vs CGNX
+12,360.6%
+6,268.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +1.5% | -3.7% | -2.4% |
| 30D | +4.7% | -1.8% | +6.5% | +4.8% |
| 3M | +11.9% | +5.3% | +6.7% | +10.8% |
| 6M | +14.3% | +22.3% | -8.0% | +11.0% |
| YTD | +28.4% | +72.2% | -43.8% | +19.1% |
| 1Y | +42.3% | +39.8% | +2.5% | +34.5% |
| 3Y | +202.6% | +44.8% | +157.7% | +179.4% |
| 5Y | +206.5% | -27.0% | +233.6% | +201.2% |
| 10Y | +356.2% | +177.7% | +178.5% | +280.5% |
| All | +18,629.3% | +12,360.6% | +6,268.7% | +11,709.7% |
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