+5,728.5%
CDNS vs TEVA
+6,895.5%
-1,167.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -13.0% | -0.4% | -12.6% | -13.0% |
| 3M | -26.0% | +8.2% | -34.3% | -27.6% |
| 6M | -2.8% | +15.3% | -18.2% | -6.5% |
| YTD | -8.8% | +16.5% | -25.3% | -12.7% |
| 1Y | -15.8% | +85.7% | -101.6% | -27.6% |
| 3Y | +19.7% | +277.9% | -258.1% | -14.5% |
| 5Y | +70.8% | +295.5% | -224.8% | +16.7% |
| 10Y | +1,038.0% | -24.5% | +1,062.5% | +893.0% |
| All | +5,728.5% | +6,895.5% | -1,167.0% | +1,567.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling