+19.0%
CDNS vs REGN
-4.3%
+23.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.7% |
| 7D | -1.1% | -5.6% | +4.4% | -0.5% |
| 30D | -10.4% | -2.0% | -8.5% | -10.3% |
| 3M | -24.6% | +28.0% | -52.5% | -26.8% |
| 6M | -1.6% | +1.2% | -2.8% | -1.6% |
| YTD | -7.4% | +1.6% | -9.1% | -7.5% |
| 1Y | -18.4% | +38.2% | -56.7% | -22.5% |
| 3Y | +19.0% | -5.4% | +24.3% | +32.1% |
| All | +19.0% | -4.3% | +23.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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