-22.6%
DXCM vs CGNX
+49.8%
-72.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -2.0% |
| 7D | -5.5% | +3.2% | -8.7% | -5.7% |
| 30D | -8.6% | +6.0% | -14.6% | -8.9% |
| 3M | +10.3% | +3.5% | +6.8% | +9.7% |
| 6M | +25.2% | +26.3% | -1.1% | +22.5% |
| YTD | +25.1% | +79.2% | -54.1% | +18.3% |
| 1Y | +9.2% | +43.8% | -34.5% | +5.3% |
| 3Y | -22.6% | +52.0% | -74.6% | -32.5% |
| All | -22.6% | +49.8% | -72.4% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling