+61.0%
BMY vs CDNS
+1,042.5%
-981.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -6.4% | -6.5% | +0.2% | -5.7% |
| 30D | +0.2% | -13.0% | +13.2% | +1.7% |
| 3M | +16.0% | -26.0% | +42.0% | +19.6% |
| 6M | +8.3% | -2.8% | +11.2% | +7.5% |
| YTD | +22.2% | -8.8% | +31.0% | +22.0% |
| 1Y | +41.7% | -15.8% | +57.5% | +42.7% |
| 3Y | +20.7% | +19.7% | +1.0% | +12.2% |
| 5Y | +23.9% | +70.8% | -46.8% | +4.3% |
| All | +61.0% | +1,042.5% | -981.5% | -11.5% |
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 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