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  • LIN vs CGNX✓SelectedUSD · CGNXLIN vs CGNX performance historyLatest closeAs of-1.92%09/08
Stock and ETF performance explorer

LIN vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+10,340.3%
CGNX return
+10,105.1%
Excess return
+235.2%
Maximum drawdown
-51.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
1D-1.9%0.0%-1.9%-1.9%
7D-3.5%+3.6%-7.0%-4.0%
30D-4.1%-6.8%+2.7%-3.2%
3M-6.4%-0.1%-6.3%-7.0%
6M-2.4%+26.2%-28.6%-7.0%
YTD+10.9%+73.7%-62.8%-0.8%
1Y0.0%+40.4%-40.4%-8.0%
3Y+25.8%+46.1%-20.3%+12.1%
5Y+60.8%-25.6%+86.5%+57.4%
10Y+358.4%+171.3%+187.0%+259.0%
All+10,340.3%+10,105.1%+235.2%+4,503.2%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling