-2.8%
BSX vs ADSK
-25.3%
+22.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -10.1% | -2.5% | -7.6% | -9.6% |
| 30D | -16.4% | -14.9% | -1.5% | -13.7% |
| 3M | -8.9% | +3.3% | -12.2% | -10.2% |
| 6M | -38.3% | -15.7% | -22.6% | -36.6% |
| YTD | -54.9% | -28.2% | -26.7% | -52.0% |
| 1Y | -58.8% | -34.5% | -24.3% | -55.2% |
| 3Y | -21.2% | -2.9% | -18.3% | -23.6% |
| All | -2.8% | -25.3% | +22.6% | -10.1% |
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 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