+24.3%
BMY vs ADSK
-25.3%
+49.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +13.1% | +3.3% | +9.8% | +12.8% |
| 6M | +8.4% | -15.7% | +24.1% | +9.1% |
| YTD | +22.0% | -28.2% | +50.2% | +23.9% |
| 1Y | +40.3% | -34.5% | +74.8% | +43.2% |
| 3Y | +20.5% | -2.9% | +23.4% | +19.6% |
| All | +24.3% | -25.3% | +49.6% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling