-26.7%
ZTS vs CGNX
+31.4%
-58.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -8.7% | +16.2% | +6.5% |
| 7D | +15.4% | -9.2% | +24.6% | +14.4% |
| 30D | +25.8% | -17.6% | +43.3% | +23.8% |
| 3M | +18.1% | -25.7% | +43.8% | +15.7% |
| 6M | -19.7% | -5.5% | -14.3% | -21.0% |
| YTD | -27.5% | +48.1% | -75.6% | -31.5% |
| 1Y | -26.7% | +33.5% | -60.2% | -27.4% |
| All | -26.7% | +31.4% | -58.2% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling