-21.2%
BSX vs CGNX
+49.8%
-71.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.5% |
| 7D | -10.1% | +3.2% | -13.2% | -10.2% |
| 30D | -16.4% | +6.0% | -22.4% | -16.7% |
| 3M | -8.9% | +3.5% | -12.4% | -9.3% |
| 6M | -38.3% | +26.3% | -64.6% | -39.4% |
| YTD | -54.9% | +79.2% | -134.2% | -56.9% |
| 1Y | -58.8% | +43.8% | -102.6% | -60.0% |
| 3Y | -21.2% | +52.0% | -73.2% | -23.5% |
| All | -21.2% | +49.8% | -71.0% | -23.5% |
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 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