+9,515.1%
CDNS vs VRTX
+11,973.9%
-2,458.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.2% |
| 30D | -4.6% | +8.0% | -12.6% | -6.0% |
| 3M | -0.8% | +11.0% | -11.8% | -2.9% |
| 6M | -7.2% | +28.2% | -35.4% | -11.8% |
| YTD | +7.7% | +21.5% | -13.8% | +3.2% |
| 1Y | +3.5% | +34.5% | -31.0% | -2.6% |
| 3Y | +31.2% | +49.5% | -18.2% | +19.5% |
| 5Y | +84.5% | +188.3% | -103.7% | +48.7% |
| 10Y | +1,242.9% | +493.1% | +749.8% | +839.3% |
| All | +9,515.1% | +11,973.9% | -2,458.7% | +2,804.3% |
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 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