+164.3%
ZTS vs CGNX
+603.1%
-438.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | -0.7% |
| 7D | -3.7% | +3.2% | -6.9% | -4.4% |
| 30D | -0.8% | +6.0% | -6.8% | -2.3% |
| 3M | -9.7% | +3.5% | -13.3% | -11.5% |
| 6M | -38.4% | +26.3% | -64.7% | -42.9% |
| YTD | -41.1% | +79.2% | -120.3% | -51.0% |
| 1Y | -50.6% | +43.8% | -94.4% | -56.8% |
| 3Y | -59.1% | +52.0% | -111.1% | -66.2% |
| 5Y | -62.7% | -24.0% | -38.7% | -64.2% |
| 10Y | +58.1% | +189.1% | -131.0% | +11.0% |
| All | +164.3% | +603.1% | -438.7% | +51.7% |
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