-22.3%
SYK vs CGNX
+42.4%
-64.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.5% |
| 7D | -8.3% | +3.0% | -11.3% | -8.3% |
| 30D | -10.1% | -11.8% | +1.8% | -10.2% |
| 3M | +0.9% | -3.6% | +4.5% | +0.7% |
| 6M | -20.2% | +17.4% | -37.6% | -21.3% |
| YTD | -13.3% | +73.7% | -87.0% | -15.7% |
| 1Y | -22.3% | +41.5% | -63.9% | -24.7% |
| All | -22.3% | +42.4% | -64.7% | -24.7% |
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 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