-41.2%
NVD vs CGNX
+27.0%
-68.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +3.5% |
| 7D | +10.8% | +3.2% | +7.7% | +13.6% |
| 30D | +0.8% | +6.0% | -5.2% | +6.6% |
| 3M | -20.8% | +3.5% | -24.4% | -14.3% |
| 6M | -41.2% | +26.3% | -67.4% | -17.0% |
| All | -41.2% | +27.0% | -68.1% | -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 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