-60.9%
ADBE vs CGNX
-25.4%
-35.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.1% | -2.7% | +0.5% |
| 7D | -5.4% | +3.2% | -8.5% | -6.0% |
| 30D | -2.5% | +6.0% | -8.5% | -4.1% |
| 3M | +15.3% | +3.5% | +11.7% | +12.7% |
| 6M | -7.8% | +26.3% | -34.1% | -15.4% |
| YTD | -27.9% | +79.2% | -107.2% | -41.9% |
| 1Y | -28.0% | +43.8% | -71.8% | -38.4% |
| 3Y | -55.3% | +52.0% | -107.3% | -65.0% |
| All | -60.9% | -25.4% | -35.5% | -58.0% |
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