+215.4%
ADSK vs BDX
+59.3%
+156.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.5% | -3.2% | +0.6% | -1.0% |
| 30D | -14.9% | -2.5% | -12.3% | -13.9% |
| 3M | +3.3% | +21.4% | -18.1% | -5.8% |
| 6M | -15.7% | +10.4% | -26.1% | -19.8% |
| YTD | -28.2% | +18.8% | -47.1% | -34.7% |
| 1Y | -34.5% | +21.7% | -56.2% | -41.3% |
| 3Y | -2.9% | -10.0% | +7.1% | -0.8% |
| 5Y | -25.3% | -1.8% | -23.5% | -28.4% |
| All | +215.4% | +59.3% | +156.1% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling