+22.0%
BMY vs CDNS
+19.2%
+2.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | -7.2% | +2.4% | -5.0% |
| 30D | -0.7% | -14.3% | +13.6% | -1.0% |
| 3M | +15.3% | -27.2% | +42.5% | +14.4% |
| 6M | +8.5% | -4.5% | +13.1% | +7.9% |
| YTD | +23.4% | -9.0% | +32.4% | +22.6% |
| 1Y | +42.9% | -21.3% | +64.3% | +41.5% |
| All | +22.0% | +19.2% | +2.8% | +19.2% |
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