+20.1%
GSK vs CGNX
+45.2%
-25.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | -3.5% | +3.2% | -6.7% | -3.5% |
| 30D | -3.4% | +6.0% | -9.4% | -3.5% |
| 3M | -8.1% | +3.5% | -11.7% | -8.3% |
| 6M | -11.1% | +26.3% | -37.4% | -11.9% |
| YTD | +0.7% | +79.2% | -78.5% | -0.2% |
| 1Y | +20.1% | +43.8% | -23.7% | +17.3% |
| All | +20.1% | +45.2% | -25.0% | +17.3% |
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