+1,074.0%
NVS vs CGNX
+2,559.2%
-1,485.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.7% |
| 7D | -14.3% | +3.2% | -17.4% | -14.6% |
| 30D | -10.0% | +6.0% | -16.0% | -10.6% |
| 3M | -10.9% | +3.5% | -14.4% | -11.6% |
| 6M | -12.0% | +26.3% | -38.3% | -14.7% |
| YTD | +2.5% | +79.2% | -76.7% | -5.0% |
| 1Y | +10.7% | +43.8% | -33.1% | +4.6% |
| 3Y | +53.3% | +52.0% | +1.4% | +41.3% |
| 5Y | +93.6% | -24.0% | +117.6% | +89.6% |
| 10Y | +180.6% | +189.1% | -8.5% | +130.4% |
| All | +1,074.0% | +2,559.2% | -1,485.2% | +571.7% |
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