+159.7%
GILD vs ADSK
+222.2%
-62.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | -2.5% | -2.3% | -4.4% |
| 30D | +5.8% | -14.9% | +20.7% | +8.3% |
| 3M | +14.9% | +3.3% | +11.6% | +14.0% |
| 6M | -0.4% | -15.7% | +15.3% | +1.6% |
| YTD | +18.5% | -28.2% | +46.8% | +23.8% |
| 1Y | +25.1% | -34.5% | +59.7% | +32.6% |
| 3Y | +105.9% | -2.9% | +108.8% | +101.4% |
| 5Y | +143.0% | -25.3% | +168.3% | +142.2% |
| All | +159.7% | +222.2% | -62.5% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling