-56.4%
FICO vs CGNX
+31.4%
-87.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | -4.1% |
| 7D | +0.4% | -9.2% | +9.6% | -0.5% |
| 30D | +1.7% | -17.6% | +19.2% | 0.0% |
| 3M | -33.0% | -25.7% | -7.3% | -34.5% |
| 6M | -33.9% | -5.5% | -28.4% | -34.3% |
| YTD | -58.5% | +48.1% | -106.6% | -59.7% |
| 1Y | -56.4% | +33.5% | -89.9% | -56.2% |
| All | -56.4% | +31.4% | -87.8% | -56.2% |
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