+75.8%
CDNS vs ZBH
-28.6%
+104.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.2% |
| 7D | -1.1% | -4.7% | +3.5% | +0.2% |
| 30D | -10.4% | -4.5% | -6.0% | -9.4% |
| 3M | -24.6% | +7.6% | -32.2% | -26.5% |
| 6M | -1.6% | +0.3% | -1.9% | -2.3% |
| YTD | -7.4% | +4.5% | -12.0% | -9.5% |
| 1Y | -18.4% | -9.4% | -9.0% | -17.0% |
| 3Y | +19.0% | -21.5% | +40.4% | +25.7% |
| All | +75.8% | -28.6% | +104.4% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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