+31,203.5%
NVO vs CGNX
+12,871.6%
+18,331.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -2.5% |
| 7D | -7.6% | +3.2% | -10.7% | -7.8% |
| 30D | -6.0% | +6.0% | -12.0% | -6.6% |
| 3M | -0.8% | +3.5% | -4.3% | -1.6% |
| 6M | +16.5% | +26.3% | -9.8% | +13.2% |
| YTD | -11.1% | +79.2% | -90.4% | -16.8% |
| 1Y | -16.7% | +43.8% | -60.5% | -20.6% |
| 3Y | -52.9% | +52.0% | -104.9% | -56.0% |
| 5Y | -3.0% | -24.0% | +21.1% | -4.6% |
| 10Y | +147.1% | +189.1% | -42.0% | +112.9% |
| All | +31,203.5% | +12,871.6% | +18,331.9% | +20,244.3% |
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 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