-9.1%
NVTS vs CGNX
-23.1%
+13.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.1% | +0.2% | +1.0% |
| 7D | -1.4% | +3.2% | -4.6% | -3.9% |
| 30D | -16.5% | +6.0% | -22.5% | -20.1% |
| 3M | -47.6% | +3.5% | -51.2% | -48.7% |
| 6M | +7.3% | +26.3% | -19.0% | -7.1% |
| YTD | +62.9% | +79.2% | -16.4% | -2.5% |
| 1Y | +91.3% | +43.8% | +47.5% | +38.0% |
| 3Y | +43.4% | +52.0% | -8.5% | -8.4% |
| All | -9.1% | -23.1% | +13.9% | -6.4% |
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