+17.0%
CDNS vs BIIB
-19.0%
+36.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -7.2% | -5.4% | -1.8% | -6.2% |
| 30D | -14.3% | +1.7% | -16.0% | -14.5% |
| 3M | -27.2% | +5.8% | -33.0% | -28.2% |
| 6M | -4.5% | +11.9% | -16.5% | -7.4% |
| YTD | -9.0% | +19.7% | -28.7% | -13.2% |
| 1Y | -21.3% | +46.7% | -68.1% | -28.4% |
| All | +17.0% | -19.0% | +36.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling