+75.8%
CDNS vs BMRN
-16.0%
+91.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -1.1% | -1.3% | +0.1% | -0.8% |
| 30D | -10.4% | -6.5% | -4.0% | -8.9% |
| 3M | -24.6% | +18.3% | -42.8% | -28.1% |
| 6M | -1.6% | +8.9% | -10.5% | -4.5% |
| YTD | -7.4% | +10.5% | -17.9% | -10.6% |
| 1Y | -18.4% | +17.5% | -35.9% | -23.1% |
| 3Y | +19.0% | -27.7% | +46.7% | +26.5% |
| All | +75.8% | -16.0% | +91.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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