+21.7%
VTR vs CGNX
+19.2%
+2.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -10.5% | +10.3% | -0.7% |
| 7D | +6.4% | -19.5% | +25.8% | +5.2% |
| 30D | +8.8% | -28.4% | +37.2% | +7.2% |
| 3M | -3.2% | -32.7% | +29.5% | -4.8% |
| 6M | +3.8% | -19.0% | +22.9% | +2.8% |
| YTD | +17.2% | +32.6% | -15.4% | +17.3% |
| 1Y | +21.7% | +18.0% | +3.6% | +21.5% |
| All | +21.7% | +19.2% | +2.5% | +21.5% |
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