+5,887.0%
CDNS vs GSK
+1,705.8%
+4,181.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.2% |
| 7D | -14.0% | -1.8% | -12.2% | -13.4% |
| 30D | -13.2% | -2.2% | -11.0% | -12.5% |
| 3M | -28.9% | -1.8% | -27.1% | -28.7% |
| 6M | -4.2% | -10.6% | +6.4% | -0.8% |
| YTD | -6.4% | +4.4% | -10.8% | -9.5% |
| 1Y | -16.2% | +30.4% | -46.6% | -26.5% |
| 3Y | +20.2% | +60.1% | -39.9% | -6.4% |
| 5Y | +76.6% | +46.8% | +29.8% | +40.2% |
| 10Y | +1,029.7% | +79.2% | +950.5% | +712.9% |
| All | +5,887.0% | +1,705.8% | +4,181.2% | +1,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling