+9,412.3%
DGX vs CGNX
+1,799.4%
+7,612.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +1.1% |
| 7D | -0.9% | +3.2% | -4.1% | -1.3% |
| 30D | -1.2% | +6.0% | -7.2% | -2.1% |
| 3M | +15.8% | +3.5% | +12.2% | +14.6% |
| 6M | +18.2% | +26.3% | -8.1% | +13.3% |
| YTD | +37.2% | +79.2% | -42.0% | +23.7% |
| 1Y | +30.4% | +43.8% | -13.4% | +20.6% |
| 3Y | +96.7% | +52.0% | +44.8% | +75.6% |
| 5Y | +67.2% | -24.0% | +91.2% | +62.6% |
| 10Y | +253.9% | +189.1% | +64.8% | +171.0% |
| All | +9,412.3% | +1,799.4% | +7,612.9% | +4,249.0% |
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