+46.0%
DGX vs CGNX
+31.4%
+14.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.7% | +12.2% | +3.2% |
| 7D | +4.1% | -9.2% | +13.3% | +3.8% |
| 30D | +10.5% | -17.6% | +28.1% | +9.9% |
| 3M | +9.8% | -25.7% | +35.5% | +8.9% |
| 6M | +34.6% | -5.5% | +40.1% | +34.5% |
| YTD | +49.8% | +48.1% | +1.7% | +54.1% |
| 1Y | +46.0% | +33.5% | +12.5% | +52.1% |
| All | +46.0% | +31.4% | +14.6% | +52.1% |
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