+105.9%
GILD vs CDNS
+21.2%
+84.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -0.8% |
| 7D | -4.8% | -1.1% | -3.7% | -4.8% |
| 30D | +5.8% | -10.4% | +16.2% | +5.8% |
| 3M | +14.9% | -24.6% | +39.5% | +14.9% |
| 6M | -0.4% | -1.6% | +1.3% | -0.7% |
| YTD | +18.5% | -7.4% | +26.0% | +18.1% |
| 1Y | +25.1% | -18.4% | +43.5% | +24.6% |
| 3Y | +105.9% | +19.0% | +86.9% | +95.4% |
| All | +105.9% | +21.2% | +84.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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