+1,026.7%
CDNS vs GSK
+80.0%
+946.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -6.5% | -5.4% | -1.1% | -4.8% |
| 30D | -13.0% | -4.6% | -8.4% | -11.8% |
| 3M | -26.0% | -5.1% | -20.9% | -25.0% |
| 6M | -2.8% | -11.4% | +8.6% | +0.3% |
| YTD | -8.8% | +0.7% | -9.6% | -10.5% |
| 1Y | -15.8% | +23.0% | -38.9% | -23.7% |
| 3Y | +19.7% | +48.0% | -28.2% | -2.5% |
| 5Y | +70.8% | +48.2% | +22.6% | +35.2% |
| All | +1,026.7% | +80.0% | +946.7% | +754.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling