+71.6%
CDNS vs VRTX
+175.7%
-104.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.2% | -2.0% |
| 7D | -9.2% | -3.4% | -5.8% | -8.3% |
| 30D | -16.3% | +6.6% | -22.9% | -18.0% |
| 3M | -27.9% | +19.4% | -47.3% | -32.0% |
| 6M | -4.3% | +15.8% | -20.1% | -9.3% |
| YTD | -9.1% | +16.7% | -25.8% | -14.1% |
| 1Y | -21.2% | +33.8% | -55.0% | -28.9% |
| 3Y | +19.4% | +54.2% | -34.8% | -2.9% |
| 5Y | +71.6% | +176.4% | -104.8% | +8.1% |
| All | +71.6% | +175.7% | -104.1% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling