-55.4%
BSX vs ADSK
-31.6%
-23.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.1% | +2.8% |
| 7D | +2.0% | -16.4% | +18.5% | +4.3% |
| 30D | +0.1% | -9.2% | +9.3% | +0.8% |
| 3M | -2.1% | -6.7% | +4.6% | -3.3% |
| 6M | -33.8% | -15.5% | -18.3% | -34.4% |
| YTD | -49.9% | -26.4% | -23.5% | -49.2% |
| 1Y | -55.4% | -31.9% | -23.6% | -54.7% |
| All | -55.4% | -31.6% | -23.8% | -54.7% |
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