+75.8%
CDNS vs BDX
-2.2%
+78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | -1.1% | -3.2% | +2.0% | -0.4% |
| 30D | -10.4% | -2.5% | -7.9% | -9.9% |
| 3M | -24.6% | +21.4% | -46.0% | -28.2% |
| 6M | -1.6% | +10.4% | -12.0% | -4.1% |
| YTD | -7.4% | +18.8% | -26.3% | -11.6% |
| 1Y | -18.4% | +21.7% | -40.1% | -22.8% |
| 3Y | +19.0% | -10.0% | +28.9% | +22.2% |
| All | +75.8% | -2.2% | +78.0% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling