+185.8%
CGNX vs BRKR
+155.3%
+30.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +3.2% | -8.7% | +11.8% | +7.0% |
| 30D | +6.0% | -9.9% | +15.9% | +10.2% |
| 3M | +3.5% | -3.1% | +6.6% | +1.2% |
| 6M | +26.3% | +45.5% | -19.2% | +1.2% |
| YTD | +79.2% | +13.7% | +65.6% | +57.0% |
| 1Y | +43.8% | +67.4% | -23.6% | +2.5% |
| 3Y | +52.0% | -13.2% | +65.2% | +37.4% |
| 5Y | -24.0% | -39.5% | +15.4% | -17.9% |
| All | +185.8% | +155.3% | +30.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling