+1,149.8%
NBIX vs CGNX
+1,855.3%
-705.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.4% |
| 7D | +0.4% | +3.2% | -2.8% | -0.5% |
| 30D | -0.2% | +6.0% | -6.2% | -2.1% |
| 3M | -4.0% | +3.5% | -7.5% | -6.2% |
| 6M | +20.6% | +26.3% | -5.7% | +10.5% |
| YTD | +10.1% | +79.2% | -69.1% | -12.4% |
| 1Y | +8.8% | +43.8% | -35.0% | -8.5% |
| 3Y | +42.5% | +52.0% | -9.5% | +11.3% |
| 5Y | +61.5% | -24.0% | +85.5% | +49.1% |
| 10Y | +217.6% | +189.1% | +28.5% | +76.0% |
| All | +1,149.8% | +1,855.3% | -705.5% | +288.8% |
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