+2,605.8%
CDNS vs BMRN
+385.5%
+2,220.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | -0.1% | -2.3% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -16.3% | +1.3% | -17.5% | -16.6% |
| 3M | -27.9% | +14.3% | -42.2% | -30.2% |
| 6M | -4.3% | +5.7% | -10.1% | -6.1% |
| YTD | -9.1% | +8.7% | -17.9% | -11.4% |
| 1Y | -21.2% | +14.6% | -35.9% | -24.6% |
| 3Y | +19.4% | -28.3% | +47.7% | +24.5% |
| 5Y | +71.6% | -15.7% | +87.3% | +70.9% |
| 10Y | +1,005.1% | -33.7% | +1,038.7% | +1,003.7% |
| All | +2,605.8% | +385.5% | +2,220.3% | +1,469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling