+51.8%
FTNT vs CGNX
+31.4%
+20.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.7% |
| 7D | -25.7% | -9.2% | -16.5% | -25.1% |
| 30D | -29.7% | -17.6% | -12.2% | -28.7% |
| 3M | -23.1% | -25.7% | +2.6% | -21.5% |
| 6M | +45.0% | -5.5% | +50.5% | +46.9% |
| YTD | +62.9% | +48.1% | +14.8% | +57.1% |
| 1Y | +51.8% | +33.5% | +18.3% | +52.9% |
| All | +51.8% | +31.4% | +20.4% | +52.9% |
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 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