-4.9%
CDNS vs BDX
+56.8%
-61.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.4% |
| 7D | -9.1% | +7.7% | -16.8% | -8.8% |
| 30D | -13.4% | +18.4% | -31.8% | -12.8% |
| 3M | -7.6% | +25.9% | -33.5% | -7.0% |
| 6M | -11.9% | +50.0% | -62.0% | -11.9% |
| YTD | -0.4% | +42.7% | -43.1% | +3.1% |
| 1Y | -4.9% | +57.8% | -62.8% | +0.5% |
| All | -4.9% | +56.8% | -61.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling