-10.8%
NVTS vs CGNX
+31.4%
-42.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -8.7% | +17.7% | +14.8% |
| 7D | -0.3% | -9.2% | +8.9% | +5.6% |
| 30D | -24.4% | -17.6% | -6.8% | -14.2% |
| 3M | -26.5% | -25.7% | -0.8% | -10.8% |
| 6M | -41.4% | -5.5% | -35.9% | -35.4% |
| YTD | +30.7% | +48.1% | -17.4% | +7.2% |
| 1Y | -10.8% | +33.5% | -44.3% | -22.2% |
| All | -10.8% | +31.4% | -42.2% | -22.2% |
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