+77.1%
TEVA vs CGNX
+26.3%
+50.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.5% | +0.7% |
| 7D | +5.6% | -10.8% | +16.3% | +5.8% |
| 30D | +4.5% | -20.0% | +24.5% | +5.1% |
| 3M | +21.5% | -24.6% | +46.2% | +22.2% |
| 6M | +20.3% | -23.1% | +43.4% | +20.7% |
| YTD | +37.7% | +40.5% | -2.8% | +34.8% |
| All | +77.1% | +26.3% | +50.8% | +76.2% |
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