+20.5%
BMY vs ADSK
-3.2%
+23.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -4.8% | -2.5% | -2.2% | -4.6% |
| 30D | -0.1% | -14.9% | +14.8% | +1.0% |
| 3M | +13.1% | +3.3% | +9.8% | +12.7% |
| 6M | +8.4% | -15.7% | +24.1% | +9.1% |
| YTD | +22.0% | -28.2% | +50.2% | +24.1% |
| 1Y | +40.3% | -34.5% | +74.8% | +43.6% |
| 3Y | +20.5% | -2.9% | +23.4% | +15.8% |
| All | +20.5% | -3.2% | +23.8% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling