-29.8%
SYK vs CGNX
+39.4%
-69.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -12.3% | +1.5% | -13.8% | -12.3% |
| 30D | -22.4% | -1.8% | -20.7% | -22.5% |
| 3M | -12.3% | +5.3% | -17.6% | -12.8% |
| 6M | -24.3% | +22.3% | -46.6% | -25.4% |
| YTD | -22.8% | +72.2% | -94.9% | -24.9% |
| All | -29.8% | +39.4% | -69.3% | -31.7% |
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