+52,902.4%
DHR vs CGNX
+12,871.6%
+40,030.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | -3.6% | +3.2% | -6.8% | -4.1% |
| 30D | -2.7% | +6.0% | -8.7% | -3.8% |
| 3M | +10.9% | +3.5% | +7.4% | +9.6% |
| 6M | +3.0% | +26.3% | -23.3% | -1.9% |
| YTD | -12.2% | +79.2% | -91.4% | -22.2% |
| 1Y | +3.3% | +43.8% | -40.5% | -5.5% |
| 3Y | -8.2% | +52.0% | -60.2% | -18.6% |
| 5Y | -29.9% | -24.0% | -5.8% | -31.3% |
| 10Y | +208.5% | +189.1% | +19.4% | +138.7% |
| All | +52,902.4% | +12,871.6% | +40,030.8% | +18,998.4% |
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