-10.0%
BDX vs CGNX
+49.8%
-59.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.5% |
| 7D | -3.2% | +3.2% | -6.3% | -3.4% |
| 30D | -2.5% | +6.0% | -8.5% | -3.1% |
| 3M | +21.4% | +3.5% | +17.9% | +20.4% |
| 6M | +10.4% | +26.3% | -15.9% | +7.0% |
| YTD | +18.8% | +79.2% | -60.4% | +9.5% |
| 1Y | +21.7% | +43.8% | -22.1% | +15.2% |
| 3Y | -10.0% | +52.0% | -61.9% | -18.3% |
| All | -10.0% | +49.8% | -59.7% | -18.3% |
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 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