+1,749.1%
BMY vs CDNS
+6,098.4%
-4,349.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.5% |
| 7D | +0.4% | -14.0% | +14.4% | +1.9% |
| 30D | +5.0% | -13.2% | +18.2% | +6.5% |
| 3M | +19.4% | -28.9% | +48.3% | +23.3% |
| 6M | +9.5% | -4.2% | +13.7% | +9.3% |
| YTD | +28.1% | -6.4% | +34.4% | +27.8% |
| 1Y | +50.0% | -16.2% | +66.2% | +51.2% |
| 3Y | +24.1% | +20.2% | +3.9% | +18.5% |
| 5Y | +25.0% | +76.6% | -51.6% | +12.7% |
| 10Y | +68.7% | +1,029.7% | -961.0% | +22.7% |
| All | +1,749.1% | +6,098.4% | -4,349.2% | +833.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling