-23.0%
IDXX vs CGNX
-25.4%
+2.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.4% |
| 7D | -5.7% | +3.2% | -8.9% | -6.5% |
| 30D | -11.5% | +6.0% | -17.5% | -13.2% |
| 3M | -9.5% | +3.5% | -13.1% | -11.6% |
| 6M | -16.0% | +26.3% | -42.2% | -23.0% |
| YTD | -25.4% | +79.2% | -104.6% | -41.0% |
| 1Y | -21.8% | +43.8% | -65.6% | -33.7% |
| 3Y | +7.0% | +52.0% | -44.9% | -17.6% |
| All | -23.0% | -25.4% | +2.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling