+1,044.2%
CDNS vs TEVA
-22.9%
+1,067.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.2% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | -10.4% | +1.0% | -11.4% | -10.6% |
| 3M | -24.6% | +7.3% | -31.9% | -25.6% |
| 6M | -1.6% | +21.7% | -23.4% | -5.1% |
| YTD | -7.4% | +18.8% | -26.3% | -10.5% |
| 1Y | -18.4% | +86.5% | -104.9% | -26.9% |
| 3Y | +19.0% | +269.4% | -250.5% | -6.4% |
| 5Y | +73.4% | +303.6% | -230.2% | +31.4% |
| All | +1,044.2% | -22.9% | +1,067.1% | +810.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling