-16.3%
UNH vs CGNX
+49.8%
-66.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -2.5% |
| 7D | -4.5% | +3.2% | -7.7% | -4.6% |
| 30D | -6.5% | +6.0% | -12.5% | -6.7% |
| 3M | -6.0% | +3.5% | -9.5% | -6.3% |
| 6M | +33.7% | +26.3% | +7.4% | +31.7% |
| YTD | +16.4% | +79.2% | -62.9% | +13.0% |
| 1Y | +10.1% | +43.8% | -33.7% | +7.6% |
| 3Y | -16.3% | +52.0% | -68.3% | -16.2% |
| All | -16.3% | +49.8% | -66.1% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling