+65.7%
ENTG vs CGNX
+31.4%
+34.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -8.7% | +2.2% | -2.0% |
| 7D | -10.3% | -9.2% | -1.1% | -5.8% |
| 30D | -14.4% | -17.6% | +3.2% | -5.6% |
| 3M | -1.1% | -25.7% | +24.6% | +14.3% |
| 6M | +3.0% | -5.5% | +8.5% | +12.0% |
| YTD | +70.1% | +48.1% | +22.0% | +55.0% |
| 1Y | +65.7% | +33.5% | +32.2% | +71.1% |
| All | +65.7% | +31.4% | +34.3% | +71.1% |
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