+1,166.2%
CDNS vs BIIB
-20.7%
+1,187.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.3% |
| 7D | +1.0% | +2.0% | -1.1% | +0.6% |
| 30D | -2.0% | +8.8% | -10.8% | -3.6% |
| 3M | -0.2% | +20.3% | -20.5% | -3.8% |
| 6M | -8.9% | +23.9% | -32.8% | -13.0% |
| YTD | +3.3% | +44.0% | -40.6% | -4.3% |
| 1Y | +2.2% | +53.8% | -51.6% | -6.6% |
| 3Y | +22.4% | +13.8% | +8.5% | +16.5% |
| 5Y | +78.0% | -6.3% | +84.3% | +72.8% |
| All | +1,166.2% | -20.7% | +1,187.0% | +1,119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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