+3,986.9%
CDNS vs REGN
+3,539.8%
+447.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -6.5% | -6.0% | -0.6% | -5.7% |
| 30D | -13.0% | -0.4% | -12.6% | -13.0% |
| 3M | -26.0% | +32.0% | -58.0% | -29.0% |
| 6M | -2.8% | +3.0% | -5.9% | -3.7% |
| YTD | -8.8% | +3.2% | -12.0% | -9.7% |
| 1Y | -15.8% | +43.4% | -59.3% | -20.8% |
| 3Y | +19.7% | -3.6% | +23.3% | +18.0% |
| 5Y | +70.8% | +23.1% | +47.7% | +61.4% |
| 10Y | +1,038.0% | +108.3% | +929.7% | +883.0% |
| All | +3,986.9% | +3,539.8% | +447.2% | +1,539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling