+19.4%
CDNS vs GSK
+53.4%
-34.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.8% |
| 7D | -9.2% | -4.2% | -5.1% | -9.0% |
| 30D | -16.3% | -7.5% | -8.7% | -15.9% |
| 3M | -27.9% | -3.3% | -24.7% | -27.8% |
| 6M | -4.3% | -9.3% | +5.0% | -3.7% |
| YTD | -9.1% | +1.6% | -10.7% | -9.8% |
| 1Y | -21.2% | +25.5% | -46.7% | -23.8% |
| 3Y | +19.4% | +49.3% | -29.9% | +13.6% |
| All | +19.4% | +53.4% | -34.0% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling