+1,044.2%
CDNS vs BIIB
-26.2%
+1,070.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -1.1% | -1.7% | +0.5% | -0.8% |
| 30D | -10.4% | +4.0% | -14.4% | -11.1% |
| 3M | -24.6% | +8.6% | -33.2% | -26.0% |
| 6M | -1.6% | +14.0% | -15.6% | -4.6% |
| YTD | -7.4% | +23.4% | -30.8% | -11.7% |
| 1Y | -18.4% | +45.9% | -64.3% | -24.8% |
| 3Y | +19.0% | -16.1% | +35.1% | +20.0% |
| 5Y | +73.4% | -27.6% | +101.0% | +76.2% |
| All | +1,044.2% | -26.2% | +1,070.4% | +1,036.7% |
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