+8,262.9%
CDNS vs VRTX
+11,869.8%
-3,606.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.6% |
| 7D | -14.0% | +0.8% | -14.8% | -14.1% |
| 30D | -13.2% | +12.6% | -25.8% | -15.1% |
| 3M | -28.9% | +23.6% | -52.5% | -31.8% |
| 6M | -4.2% | +14.3% | -18.4% | -6.9% |
| YTD | -6.4% | +20.5% | -26.8% | -10.0% |
| 1Y | -16.2% | +37.6% | -53.8% | -21.4% |
| 3Y | +20.2% | +55.5% | -35.4% | +8.8% |
| 5Y | +76.6% | +175.7% | -99.1% | +43.6% |
| 10Y | +1,029.7% | +474.2% | +555.5% | +693.2% |
| All | +8,262.9% | +11,869.8% | -3,606.9% | +2,433.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling