+57.8%
BDX vs CGNX
+19.2%
+38.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.5% | +12.6% | +1.5% |
| 7D | +7.7% | -19.5% | +27.1% | +6.5% |
| 30D | +18.4% | -28.4% | +46.9% | +16.8% |
| 3M | +25.9% | -32.7% | +58.6% | +24.2% |
| 6M | +50.0% | -19.0% | +69.1% | +47.6% |
| YTD | +42.7% | +32.6% | +10.1% | +39.7% |
| 1Y | +57.8% | +18.0% | +39.8% | +56.3% |
| All | +57.8% | +19.2% | +38.7% | +56.3% |
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