+4,623.3%
ADSK vs BDX
+5,179.2%
-556.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.5% | -3.2% | +0.6% | -1.3% |
| 30D | -14.9% | -2.5% | -12.3% | -14.0% |
| 3M | +3.3% | +21.4% | -18.1% | -4.6% |
| 6M | -15.7% | +10.4% | -26.1% | -19.2% |
| YTD | -28.2% | +18.8% | -47.1% | -33.7% |
| 1Y | -34.5% | +21.7% | -56.2% | -40.3% |
| 3Y | -2.9% | -10.0% | +7.1% | -2.0% |
| 5Y | -25.3% | -1.8% | -23.5% | -27.7% |
| 10Y | +217.8% | +58.8% | +159.0% | +149.4% |
| All | +4,623.3% | +5,179.2% | -556.0% | +828.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling