-16.2%
CDNS vs GSK
+31.2%
-47.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -4.0% |
| 7D | -14.0% | -1.8% | -12.2% | -14.0% |
| 30D | -13.2% | -2.2% | -11.0% | -13.2% |
| 3M | -28.9% | -1.8% | -27.1% | -28.8% |
| 6M | -4.2% | -10.6% | +6.4% | -3.5% |
| YTD | -6.4% | +4.4% | -10.8% | -8.1% |
| 1Y | -16.2% | +30.4% | -46.6% | -22.5% |
| All | -16.2% | +31.2% | -47.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling