+1,044.2%
CDNS vs BDX
+59.3%
+984.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.2% |
| 7D | -1.1% | -3.2% | +2.0% | +0.1% |
| 30D | -10.4% | -2.5% | -7.9% | -9.6% |
| 3M | -24.6% | +21.4% | -46.0% | -30.3% |
| 6M | -1.6% | +10.4% | -12.0% | -6.0% |
| YTD | -7.4% | +18.8% | -26.3% | -14.4% |
| 1Y | -18.4% | +21.7% | -40.1% | -25.5% |
| 3Y | +19.0% | -10.0% | +28.9% | +20.7% |
| 5Y | +73.4% | -1.8% | +75.2% | +65.9% |
| All | +1,044.2% | +59.3% | +984.9% | +796.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling