-67.4%
BAX vs CGNX
-25.4%
-42.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -1.9% |
| 7D | -7.9% | +3.2% | -11.0% | -8.1% |
| 30D | -11.7% | +6.0% | -17.7% | -12.1% |
| 3M | +16.2% | +3.5% | +12.7% | +15.5% |
| 6M | +32.0% | +26.3% | +5.7% | +29.0% |
| YTD | +24.7% | +79.2% | -54.5% | +16.5% |
| 1Y | -2.6% | +43.8% | -46.4% | -6.0% |
| 3Y | -35.0% | +52.0% | -86.9% | -39.9% |
| All | -67.4% | -25.4% | -42.0% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling