+77.8%
JNJ vs ADSK
-3.2%
+81.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | -2.5% | -1.0% | -3.5% |
| 30D | +2.3% | -14.9% | +17.2% | +2.3% |
| 3M | +12.0% | +3.3% | +8.7% | +12.0% |
| 6M | +10.5% | -15.7% | +26.1% | +10.2% |
| YTD | +30.4% | -28.2% | +58.6% | +30.2% |
| 1Y | +52.1% | -34.5% | +86.7% | +52.0% |
| 3Y | +77.8% | -2.9% | +80.7% | +72.0% |
| All | +77.8% | -3.2% | +81.0% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling