+19.4%
CDNS vs VRTX
+53.6%
-34.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.2% | -2.3% |
| 7D | -9.2% | -3.4% | -5.8% | -8.5% |
| 30D | -16.3% | +6.6% | -22.9% | -17.5% |
| 3M | -27.9% | +19.4% | -47.3% | -31.0% |
| 6M | -4.3% | +15.8% | -20.1% | -8.0% |
| YTD | -9.1% | +16.7% | -25.8% | -12.7% |
| 1Y | -21.2% | +33.8% | -55.0% | -26.8% |
| 3Y | +19.4% | +54.2% | -34.8% | +0.3% |
| All | +19.4% | +53.6% | -34.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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