-31.9%
ADSK vs BDX
+27.3%
-59.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.7% | -7.7% |
| 7D | -16.4% | -2.5% | -13.9% | -15.7% |
| 30D | -9.2% | +8.3% | -17.5% | -11.6% |
| 3M | -6.7% | +24.4% | -31.1% | -12.7% |
| 6M | -15.5% | +9.2% | -24.7% | -21.1% |
| YTD | -26.4% | +22.7% | -49.1% | -32.6% |
| 1Y | -31.9% | +25.9% | -57.8% | -38.1% |
| All | -31.9% | +27.3% | -59.2% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling