+1,682.5%
BMY vs ADSK
+4,642.0%
-2,959.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -4.8% | -14.5% | +9.7% | -2.9% |
| 30D | -0.7% | -19.3% | +18.6% | +1.9% |
| 3M | +15.3% | -7.8% | +23.1% | +16.2% |
| 6M | +8.5% | -20.8% | +29.3% | +11.1% |
| YTD | +23.4% | -30.2% | +53.6% | +28.1% |
| 1Y | +42.9% | -36.5% | +79.4% | +50.0% |
| 3Y | +22.0% | -5.7% | +27.7% | +20.5% |
| 5Y | +24.3% | -28.2% | +52.5% | +24.5% |
| 10Y | +64.6% | +209.1% | -144.5% | +32.8% |
| All | +1,682.5% | +4,642.0% | -2,959.5% | +770.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling