+71.2%
CDNS vs GSK
+47.0%
+24.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.6% |
| 7D | -9.2% | -4.2% | -5.1% | -8.7% |
| 30D | -16.3% | -7.5% | -8.7% | -15.4% |
| 3M | -27.9% | -3.3% | -24.7% | -27.7% |
| 6M | -4.3% | -9.3% | +5.0% | -3.2% |
| YTD | -9.1% | +1.6% | -10.7% | -10.1% |
| 1Y | -21.2% | +25.5% | -46.7% | -25.2% |
| 3Y | +19.4% | +49.3% | -29.9% | +7.8% |
| All | +71.2% | +47.0% | +24.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling