+8,374.5%
JNJ vs ADSK
+4,774.6%
+3,599.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -3.5% | -2.5% | -1.0% | -3.3% |
| 30D | +2.3% | -14.9% | +17.2% | +3.8% |
| 3M | +12.0% | +3.3% | +8.7% | +11.4% |
| 6M | +10.5% | -15.7% | +26.1% | +11.8% |
| YTD | +30.4% | -28.2% | +58.6% | +33.8% |
| 1Y | +52.1% | -34.5% | +86.7% | +57.4% |
| 3Y | +77.8% | -2.9% | +80.7% | +75.3% |
| 5Y | +82.9% | -25.3% | +108.2% | +82.0% |
| 10Y | +194.8% | +217.8% | -23.0% | +148.2% |
| All | +8,374.5% | +4,774.6% | +3,599.9% | +4,428.4% |
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