+71.1%
ADSK vs NVT
+694.8%
-623.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.2% |
| 7D | -10.9% | +2.0% | -12.9% | -11.7% |
| 30D | -15.9% | -7.2% | -8.7% | -14.1% |
| 3M | -4.4% | -0.9% | -3.5% | -7.0% |
| 6M | -16.6% | +42.6% | -59.2% | -32.0% |
| YTD | -28.5% | +52.9% | -81.4% | -44.0% |
| 1Y | -34.6% | +64.5% | -99.1% | -51.1% |
| 3Y | -3.5% | +178.0% | -181.4% | -47.9% |
| 5Y | -25.6% | +402.8% | -428.4% | -71.0% |
| All | +71.1% | +694.8% | -623.7% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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