+5.9%
ABT vs CGNX
+49.8%
-43.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.3% |
| 7D | -5.9% | +3.2% | -9.1% | -5.8% |
| 30D | -8.1% | +6.0% | -14.1% | -8.0% |
| 3M | +14.5% | +3.5% | +11.0% | +14.5% |
| 6M | -6.3% | +26.3% | -32.6% | -6.6% |
| YTD | -17.1% | +79.2% | -96.4% | -17.7% |
| 1Y | -21.4% | +43.8% | -65.2% | -21.6% |
| 3Y | +5.9% | +52.0% | -46.0% | +2.8% |
| All | +5.9% | +49.8% | -43.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling