+167.6%
SYK vs CGNX
+182.0%
-14.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | +1.5% | -13.8% | -12.6% |
| 30D | -22.4% | -1.8% | -20.7% | -22.4% |
| 3M | -12.3% | +5.3% | -17.6% | -14.5% |
| 6M | -24.3% | +22.3% | -46.6% | -29.2% |
| YTD | -22.8% | +72.2% | -94.9% | -34.7% |
| 1Y | -28.8% | +39.8% | -68.6% | -37.2% |
| 3Y | -4.0% | +44.8% | -48.8% | -20.1% |
| 5Y | +3.8% | -27.0% | +30.9% | +2.1% |
| All | +167.6% | +182.0% | -14.5% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling