-58.8%
BSX vs ADSK
-34.7%
-24.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -10.1% | -2.5% | -7.6% | -9.8% |
| 30D | -16.4% | -14.9% | -1.5% | -15.0% |
| 3M | -8.9% | +3.3% | -12.2% | -10.3% |
| 6M | -38.3% | -15.7% | -22.6% | -38.6% |
| YTD | -54.9% | -28.2% | -26.7% | -54.2% |
| 1Y | -58.8% | -34.5% | -24.3% | -58.1% |
| All | -58.8% | -34.7% | -24.1% | -58.1% |
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