+1,673.5%
BMY vs CDNS
+6,740.2%
-5,066.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.1% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +7.0% | -2.0% | +9.0% | +7.1% |
| 3M | -0.9% | -0.2% | -0.6% | -1.1% |
| 6M | +14.9% | -8.9% | +23.8% | +15.3% |
| YTD | +22.8% | +3.3% | +19.5% | +21.1% |
| 1Y | +36.2% | +2.2% | +34.0% | +34.4% |
| 3Y | +45.7% | +22.4% | +23.3% | +38.7% |
| 5Y | +31.3% | +78.0% | -46.8% | +18.2% |
| 10Y | +60.6% | +1,175.2% | -1,114.6% | +15.2% |
| All | +1,673.5% | +6,740.2% | -5,066.7% | +783.8% |
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