-2.0%
FISV vs CGNX
+19.2%
-21.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -10.5% | +11.6% | -0.1% |
| 7D | +29.4% | -19.5% | +48.9% | +26.4% |
| 30D | +38.0% | -28.4% | +66.4% | +33.5% |
| 3M | +15.9% | -32.7% | +48.7% | +11.4% |
| 6M | +9.5% | -19.0% | +28.6% | +7.8% |
| YTD | -6.6% | +32.6% | -39.2% | -4.8% |
| 1Y | -2.0% | +18.0% | -20.0% | +1.8% |
| All | -2.0% | +19.2% | -21.1% | +1.8% |
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