+47.9%
AMGN vs CGNX
+19.2%
+28.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.5% | +6.7% | -3.8% |
| 7D | -0.1% | -19.5% | +19.4% | -0.1% |
| 30D | +14.3% | -28.4% | +42.7% | +14.4% |
| 3M | +13.5% | -32.7% | +46.3% | +14.0% |
| 6M | +41.5% | -19.0% | +60.6% | +40.2% |
| YTD | +43.5% | +32.6% | +10.9% | +37.9% |
| 1Y | +47.9% | +18.0% | +29.9% | +43.6% |
| All | +47.9% | +19.2% | +28.7% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling