-50.0%
VTRS vs CGNX
+193.6%
-243.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.2% |
| 7D | -2.2% | +3.2% | -5.4% | -3.0% |
| 30D | +3.3% | +6.0% | -2.7% | +1.7% |
| 3M | +2.0% | +3.5% | -1.6% | +0.1% |
| 6M | +19.9% | +26.3% | -6.3% | +11.6% |
| YTD | +35.7% | +79.2% | -43.5% | +12.7% |
| 1Y | +68.1% | +43.8% | +24.3% | +46.9% |
| 3Y | +87.1% | +52.0% | +35.1% | +53.8% |
| 5Y | +47.6% | -24.0% | +71.7% | +43.5% |
| All | -50.0% | +193.6% | -243.6% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling