+7.2%
GEHC vs CGNX
+30.7%
-23.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -7.2% | +3.2% | -10.3% | -7.6% |
| 30D | -11.6% | +6.0% | -17.6% | -12.6% |
| 3M | -0.8% | +3.5% | -4.4% | -2.4% |
| 6M | -11.9% | +26.3% | -38.2% | -17.1% |
| YTD | -21.9% | +79.2% | -101.2% | -33.2% |
| 1Y | -17.8% | +43.8% | -61.6% | -26.1% |
| 3Y | -3.5% | +52.0% | -55.5% | -21.6% |
| All | +7.2% | +30.7% | -23.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling