+2,757.9%
DXCM vs CGNX
+1,180.2%
+1,577.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -6.5% | +3.2% | -9.7% | -7.5% |
| 30D | -4.3% | -3.7% | -0.6% | -3.5% |
| 3M | +7.3% | +1.0% | +6.2% | +5.0% |
| 6M | +22.0% | +22.1% | -0.1% | +10.8% |
| YTD | +26.4% | +72.7% | -46.3% | -2.8% |
| 1Y | +7.0% | +40.4% | -33.4% | -12.3% |
| 3Y | -19.6% | +45.2% | -64.9% | -40.0% |
| 5Y | -39.3% | -26.7% | -12.6% | -41.7% |
| 10Y | +260.9% | +178.5% | +82.4% | +84.2% |
| All | +2,757.9% | +1,180.2% | +1,577.7% | +403.7% |
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