+63.6%
AMGN vs CDNS
+19.2%
+44.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -11.6% | -7.2% | -4.4% | -11.0% |
| 30D | -5.7% | -14.3% | +8.6% | -4.3% |
| 3M | +14.2% | -27.2% | +41.4% | +17.6% |
| 6M | +5.2% | -4.5% | +9.7% | +4.1% |
| YTD | +22.0% | -9.0% | +30.9% | +21.2% |
| 1Y | +43.6% | -21.3% | +65.0% | +45.3% |
| All | +63.6% | +19.2% | +44.4% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling