+499.9%
ABBV vs CDNS
+1,042.5%
-542.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -2.0% | -6.5% | +4.5% | -1.0% |
| 30D | +2.0% | -13.0% | +15.0% | +4.0% |
| 3M | +14.2% | -26.0% | +40.2% | +19.1% |
| 6M | +14.1% | -2.8% | +16.9% | +13.0% |
| YTD | +14.2% | -8.8% | +23.1% | +14.0% |
| 1Y | +24.2% | -15.8% | +40.1% | +25.4% |
| 3Y | +89.8% | +19.7% | +70.1% | +73.2% |
| 5Y | +187.2% | +70.8% | +116.4% | +132.4% |
| All | +499.9% | +1,042.5% | -542.7% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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