+32,991.5%
GILD vs ADSK
+5,007.2%
+27,984.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | -2.5% | -2.3% | -4.3% |
| 30D | +5.8% | -14.9% | +20.7% | +9.5% |
| 3M | +14.9% | +3.3% | +11.6% | +13.5% |
| 6M | -0.4% | -15.7% | +15.3% | +2.5% |
| YTD | +18.5% | -28.2% | +46.8% | +26.2% |
| 1Y | +25.1% | -34.5% | +59.7% | +35.9% |
| 3Y | +105.9% | -2.9% | +108.8% | +99.7% |
| 5Y | +143.0% | -25.3% | +168.3% | +141.1% |
| 10Y | +162.4% | +217.8% | -55.4% | +68.4% |
| All | +32,991.5% | +5,007.2% | +27,984.4% | +6,856.6% |
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