+48.6%
ENTG vs CGNX
+49.8%
-1.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | -0.3% |
| 7D | +1.2% | +3.2% | -2.0% | -0.7% |
| 30D | -12.9% | +6.0% | -18.9% | -15.8% |
| 3M | -3.1% | +3.5% | -6.6% | -3.5% |
| 6M | +21.0% | +26.3% | -5.3% | +9.1% |
| YTD | +67.0% | +79.2% | -12.2% | +15.8% |
| 1Y | +68.6% | +43.8% | +24.8% | +35.3% |
| 3Y | +48.6% | +52.0% | -3.3% | +1.9% |
| All | +48.6% | +49.8% | -1.1% | +1.9% |
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