+81.5%
BSX vs CDNS
+1,042.5%
-961.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.3% | -4.2% |
| 7D | -8.2% | -6.5% | -1.7% | -6.4% |
| 30D | -15.8% | -13.0% | -2.8% | -12.5% |
| 3M | -10.8% | -26.0% | +15.2% | -3.2% |
| 6M | -38.4% | -2.8% | -35.5% | -39.2% |
| YTD | -54.8% | -8.8% | -46.0% | -54.9% |
| 1Y | -59.0% | -15.8% | -43.2% | -58.3% |
| 3Y | -20.0% | +19.7% | -39.7% | -31.4% |
| 5Y | -3.1% | +70.8% | -73.8% | -30.8% |
| All | +81.5% | +1,042.5% | -961.1% | -48.4% |
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