+22.1%
ALNY vs CGNX
+49.8%
-27.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.2% |
| 7D | -6.5% | +3.2% | -9.7% | -6.7% |
| 30D | +11.0% | +6.0% | +5.0% | +10.6% |
| 3M | -14.1% | +3.5% | -17.6% | -14.5% |
| 6M | -22.4% | +26.3% | -48.7% | -24.7% |
| YTD | -37.5% | +79.2% | -116.7% | -42.9% |
| 1Y | -46.9% | +43.8% | -90.7% | -49.8% |
| 3Y | +22.1% | +52.0% | -29.9% | -8.4% |
| All | +22.1% | +49.8% | -27.7% | -8.4% |
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