-62.0%
FISV vs CGNX
+45.2%
-107.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.1% | +1.3% | +5.6% |
| 7D | -2.7% | +3.2% | -5.8% | -2.6% |
| 30D | 0.0% | +6.0% | -6.0% | +0.3% |
| 3M | -2.8% | +3.5% | -6.3% | -2.6% |
| 6M | -11.8% | +26.3% | -38.1% | -11.6% |
| YTD | -23.2% | +79.2% | -102.5% | -25.0% |
| 1Y | -62.0% | +43.8% | -105.8% | -60.8% |
| All | -62.0% | +45.2% | -107.1% | -60.8% |
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