+50.0%
BMY vs ADSK
-31.6%
+81.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -1.3% |
| 7D | +0.4% | -16.4% | +16.8% | +1.6% |
| 30D | +5.0% | -9.2% | +14.2% | +5.7% |
| 3M | +19.4% | -6.7% | +26.1% | +19.0% |
| 6M | +9.5% | -15.5% | +25.0% | +10.0% |
| YTD | +28.1% | -26.4% | +54.5% | +30.9% |
| 1Y | +50.0% | -31.9% | +81.9% | +53.2% |
| All | +50.0% | -31.6% | +81.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling