+22,282.0%
SYK vs CGNX
+12,360.6%
+9,921.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | +1.5% | -13.8% | -12.5% |
| 30D | -22.4% | -1.8% | -20.7% | -22.4% |
| 3M | -12.3% | +5.3% | -17.6% | -13.7% |
| 6M | -24.3% | +22.3% | -46.6% | -27.4% |
| YTD | -22.8% | +72.2% | -94.9% | -30.3% |
| 1Y | -28.8% | +39.8% | -68.6% | -34.1% |
| 3Y | -4.0% | +44.8% | -48.8% | -13.6% |
| 5Y | +3.8% | -27.0% | +30.9% | +1.9% |
| 10Y | +172.8% | +177.7% | -4.9% | +117.4% |
| All | +22,282.0% | +12,360.6% | +9,921.4% | +8,969.3% |
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