-11.1%
GSK vs CGNX
+27.0%
-38.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | +0.1% |
| 7D | -3.5% | +3.2% | -6.7% | -3.4% |
| 30D | -3.4% | +6.0% | -9.4% | -3.4% |
| 3M | -8.1% | +3.5% | -11.7% | -8.9% |
| 6M | -11.1% | +26.3% | -37.4% | -17.3% |
| All | -11.1% | +27.0% | -38.1% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling