+903.9%
BSX vs CGNX
+9,840.9%
-8,937.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.9% |
| 7D | -10.1% | +3.2% | -13.2% | -10.5% |
| 30D | -16.4% | +6.0% | -22.4% | -17.3% |
| 3M | -8.9% | +3.5% | -12.4% | -10.0% |
| 6M | -38.3% | +26.3% | -64.6% | -41.2% |
| YTD | -54.9% | +79.2% | -134.2% | -60.0% |
| 1Y | -58.8% | +43.8% | -102.6% | -62.3% |
| 3Y | -21.2% | +52.0% | -73.2% | -30.5% |
| 5Y | -3.3% | -24.0% | +20.7% | -6.1% |
| 10Y | +82.8% | +189.1% | -106.3% | +39.8% |
| All | +903.9% | +9,840.9% | -8,937.0% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling