+6.5%
ULTA vs CGNX
+42.4%
-35.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.2% |
| 7D | +9.0% | +3.0% | +6.0% | +8.9% |
| 30D | +4.6% | -11.8% | +16.4% | +5.0% |
| 3M | +22.0% | -3.6% | +25.6% | +21.8% |
| 6M | -14.7% | +17.4% | -32.1% | -15.5% |
| YTD | -6.8% | +73.7% | -80.5% | -9.3% |
| 1Y | +6.5% | +41.5% | -35.0% | +5.3% |
| All | +6.5% | +42.4% | -35.9% | +5.3% |
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 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