+52.0%
CGNX vs BBIO
+154.4%
-102.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | +3.2% | -3.2% | +6.4% | +3.9% |
| 30D | +6.0% | -13.6% | +19.6% | +9.5% |
| 3M | +3.5% | +7.2% | -3.7% | +1.1% |
| 6M | +26.3% | +1.5% | +24.8% | +24.6% |
| YTD | +79.2% | -5.3% | +84.5% | +78.8% |
| 1Y | +43.8% | +37.7% | +6.1% | +31.6% |
| 3Y | +52.0% | +153.9% | -102.0% | +18.2% |
| All | +52.0% | +154.4% | -102.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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