+12,394.6%
CDNS vs AZN
+4,360.5%
+8,034.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -7.2% | -2.9% | -4.3% | -6.3% |
| 30D | -14.3% | -3.1% | -11.2% | -13.4% |
| 3M | -27.2% | -14.4% | -12.8% | -23.9% |
| 6M | -4.5% | -19.5% | +15.0% | +1.3% |
| YTD | -9.0% | -13.8% | +4.8% | -5.8% |
| 1Y | -21.3% | -2.4% | -19.0% | -22.2% |
| 3Y | +19.6% | +21.3% | -1.7% | +8.0% |
| 5Y | +71.5% | +53.6% | +17.9% | +40.4% |
| 10Y | +1,036.6% | +220.1% | +816.4% | +606.5% |
| All | +12,394.6% | +4,360.5% | +8,034.1% | +3,742.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 AZN 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