-2.9%
ADSK vs BDX
-10.0%
+7.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | -3.2% | +0.6% | -1.7% |
| 30D | -14.9% | -2.5% | -12.3% | -14.3% |
| 3M | +3.3% | +21.4% | -18.1% | -1.5% |
| 6M | -15.7% | +10.4% | -26.1% | -18.2% |
| YTD | -28.2% | +18.8% | -47.1% | -31.8% |
| 1Y | -34.5% | +21.7% | -56.2% | -38.2% |
| 3Y | -2.9% | -10.0% | +7.1% | -0.1% |
| All | -2.9% | -10.0% | +7.1% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling