+82.8%
CDNS vs BIIB
-8.5%
+91.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +7.0% | +2.7% | +4.3% | +6.4% |
| 30D | -0.3% | +9.4% | -9.7% | -2.5% |
| 3M | +3.2% | +19.9% | -16.8% | -1.4% |
| 6M | -6.9% | +25.6% | -32.5% | -12.5% |
| YTD | +6.6% | +42.3% | -35.7% | -3.4% |
| 1Y | +5.6% | +55.1% | -49.5% | -6.5% |
| 3Y | +27.4% | +11.4% | +16.0% | +20.3% |
| All | +82.8% | -8.5% | +91.3% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling