+53.3%
NVS vs CGNX
+49.8%
+3.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.3% |
| 7D | -14.3% | +3.2% | -17.4% | -14.3% |
| 30D | -10.0% | +6.0% | -16.0% | -10.1% |
| 3M | -10.9% | +3.5% | -14.4% | -11.2% |
| 6M | -12.0% | +26.3% | -38.3% | -13.1% |
| YTD | +2.5% | +79.2% | -76.7% | -0.3% |
| 1Y | +10.7% | +43.8% | -33.1% | +8.3% |
| 3Y | +53.3% | +52.0% | +1.4% | +47.6% |
| All | +53.3% | +49.8% | +3.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling