+1,129.0%
ABBV vs ADSK
+473.1%
+655.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.4% |
| 7D | -4.1% | -14.5% | +10.4% | -1.2% |
| 30D | +1.2% | -19.3% | +20.5% | +5.3% |
| 3M | +12.1% | -7.8% | +19.9% | +13.3% |
| 6M | +12.0% | -20.8% | +32.8% | +16.2% |
| YTD | +12.4% | -30.2% | +42.6% | +19.3% |
| 1Y | +22.9% | -36.5% | +59.4% | +32.9% |
| 3Y | +86.8% | -5.7% | +92.5% | +81.9% |
| 5Y | +181.0% | -28.2% | +209.2% | +181.0% |
| 10Y | +497.0% | +209.1% | +287.8% | +268.4% |
| All | +1,129.0% | +473.1% | +655.9% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling