+33.0%
NVS vs CGNX
+19.2%
+13.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.5% | +8.6% | -1.9% |
| 7D | +0.5% | -19.5% | +20.0% | +0.4% |
| 30D | +15.0% | -28.4% | +43.4% | +14.9% |
| 3M | +4.8% | -32.7% | +37.6% | +4.9% |
| 6M | +11.3% | -19.0% | +30.3% | +10.0% |
| YTD | +21.0% | +32.6% | -11.5% | +15.0% |
| 1Y | +33.0% | +18.0% | +14.9% | +29.8% |
| All | +33.0% | +19.2% | +13.8% | +29.8% |
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 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