+75.3%
SWK vs CGNX
+32.3%
+42.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -1.4% | +4.7% | -6.0% | -2.1% |
| 30D | +25.5% | -12.7% | +38.1% | +27.3% |
| 3M | +11.8% | -18.7% | +30.5% | +14.5% |
| 6M | +48.7% | -21.2% | +69.9% | +52.9% |
| YTD | +57.2% | +39.6% | +17.6% | +42.6% |
| 1Y | +75.3% | +35.6% | +39.7% | +62.6% |
| All | +75.3% | +32.3% | +42.9% | +62.6% |
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 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