-30.2%
NVD vs CGNX
+31.4%
-61.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.7% | +15.2% | +2.6% |
| 7D | +15.0% | -9.2% | +24.2% | +10.8% |
| 30D | +39.3% | -17.6% | +56.8% | +30.2% |
| 3M | +3.1% | -25.7% | +28.8% | -6.2% |
| 6M | -19.0% | -5.5% | -13.5% | -18.2% |
| YTD | -35.5% | +48.1% | -83.6% | -19.6% |
| 1Y | -30.2% | +33.5% | -63.7% | -17.0% |
| All | -30.2% | +31.4% | -61.6% | -17.0% |
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