+950.6%
BSX vs CDNS
+5,227.1%
-4,276.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -6.4% | -9.2% | +2.8% | -4.9% |
| 30D | -8.8% | -16.3% | +7.5% | -6.1% |
| 3M | -7.6% | -27.9% | +20.3% | -2.6% |
| 6M | -37.0% | -4.3% | -32.6% | -37.1% |
| YTD | -52.8% | -9.1% | -43.7% | -52.7% |
| 1Y | -58.4% | -21.2% | -37.2% | -57.4% |
| 3Y | -16.5% | +19.4% | -35.9% | -21.8% |
| 5Y | -1.2% | +71.6% | -72.8% | -14.2% |
| 10Y | +83.7% | +1,005.1% | -921.3% | +16.9% |
| All | +950.6% | +5,227.1% | -4,276.4% | +326.0% |
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