+185.8%
CGNX vs SNY
+64.5%
+121.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +3.2% | -3.3% | +6.5% | +4.1% |
| 30D | +6.0% | -2.2% | +8.2% | +6.6% |
| 3M | +3.5% | -3.0% | +6.6% | +3.9% |
| 6M | +26.3% | +2.7% | +23.6% | +24.3% |
| YTD | +79.2% | -6.8% | +86.1% | +80.8% |
| 1Y | +43.8% | -5.3% | +49.1% | +43.8% |
| 3Y | +52.0% | -9.8% | +61.7% | +49.8% |
| 5Y | -24.0% | +9.7% | -33.7% | -34.0% |
| All | +185.8% | +64.5% | +121.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling