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  • ADSK vs BP✓SelectedUSD · BPADSK vs BP performance historyLatest closeAs of-2.61%09/08
Stock and ETF performance explorer

ADSK vs BP

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,619.0%
BP return
+1,362.4%
Excess return
+3,256.7%
Maximum drawdown
-76.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBPExcessAlpha
1D-2.6%+2.4%-5.1%-3.5%
7D-14.3%+0.9%-15.2%-14.7%
30D-14.8%+9.1%-23.9%-17.8%
3M-5.7%+3.9%-9.6%-7.9%
6M-18.7%+13.6%-32.3%-23.8%
YTD-28.3%+34.0%-62.3%-37.4%
1Y-35.1%+39.2%-74.2%-44.4%
3Y-3.2%+36.4%-39.6%-18.6%
5Y-26.7%+135.8%-162.5%-52.6%
10Y+208.4%+125.0%+83.4%+86.8%
All+4,619.0%+1,362.4%+3,256.7%+1,316.8%

Cumulative growth

Daily Returns

Daily percentage return beside BP.

Daily Out/Under-Performance

Portfolio return minus BP return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BP 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 BP 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