+504.9%
ABBV vs ADSK
+222.2%
+282.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | +3.4% | -14.9% | +18.2% | +6.0% |
| 3M | +15.2% | +3.3% | +11.9% | +14.1% |
| 6M | +14.7% | -15.7% | +30.3% | +17.1% |
| YTD | +15.2% | -28.2% | +43.4% | +20.8% |
| 1Y | +20.4% | -34.5% | +54.9% | +28.2% |
| 3Y | +91.3% | -2.9% | +94.2% | +85.9% |
| 5Y | +189.6% | -25.3% | +214.9% | +188.2% |
| All | +504.9% | +222.2% | +282.7% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling