+61.6%
NBIX vs CGNX
-25.4%
+87.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | +0.4% | +3.2% | -2.8% | +0.2% |
| 30D | -0.2% | +6.0% | -6.2% | -0.6% |
| 3M | -4.0% | +3.5% | -7.5% | -4.5% |
| 6M | +20.6% | +26.3% | -5.7% | +18.1% |
| YTD | +10.1% | +79.2% | -69.1% | +3.5% |
| 1Y | +8.8% | +43.8% | -35.0% | +4.8% |
| 3Y | +42.5% | +52.0% | -9.5% | +30.9% |
| All | +61.6% | -25.4% | +87.0% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling