+266.5%
ZBH vs CGNX
+1,072.5%
-806.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.3% |
| 7D | -4.7% | +3.2% | -7.8% | -5.2% |
| 30D | -4.5% | +6.0% | -10.5% | -5.7% |
| 3M | +7.6% | +3.5% | +4.0% | +5.9% |
| 6M | +0.3% | +26.3% | -26.0% | -5.6% |
| YTD | +4.5% | +79.2% | -74.7% | -9.8% |
| 1Y | -9.4% | +43.8% | -53.2% | -18.8% |
| 3Y | -21.5% | +52.0% | -73.4% | -32.8% |
| 5Y | -28.4% | -24.0% | -4.4% | -30.9% |
| 10Y | -16.5% | +189.1% | -205.6% | -42.3% |
| All | +266.5% | +1,072.5% | -806.0% | +52.6% |
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