+17.1%
CDNS vs BDX
-10.7%
+27.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -6.5% | -5.4% | -1.1% | -5.8% |
| 30D | -13.0% | -2.2% | -10.8% | -12.7% |
| 3M | -26.0% | +20.1% | -46.1% | -27.9% |
| 6M | -2.8% | +9.1% | -11.9% | -3.8% |
| YTD | -8.8% | +17.9% | -26.7% | -10.9% |
| 1Y | -15.8% | +22.1% | -37.9% | -18.2% |
| All | +17.1% | -10.7% | +27.8% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling