+215.4%
ADSK vs BRKR
+155.3%
+60.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -8.7% | +6.1% | +0.8% |
| 30D | -14.9% | -9.9% | -5.0% | -11.6% |
| 3M | +3.3% | -3.1% | +6.4% | +1.4% |
| 6M | -15.7% | +45.5% | -61.2% | -32.1% |
| YTD | -28.2% | +13.7% | -41.9% | -36.4% |
| 1Y | -34.5% | +67.4% | -102.0% | -52.1% |
| 3Y | -2.9% | -13.2% | +10.3% | -12.2% |
| 5Y | -25.3% | -39.5% | +14.2% | -19.4% |
| All | +215.4% | +155.3% | +60.0% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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