-5.3%
SYK vs ADSK
-10.6%
+5.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.0% | +2.3% | +7.7% |
| 7D | +11.7% | +11.4% | +0.3% | +9.1% |
| 30D | +19.1% | +21.9% | -2.8% | +14.2% |
| 3M | +1.4% | +13.9% | -12.4% | -2.0% |
| 6M | +17.4% | +9.1% | +8.3% | +11.8% |
| YTD | -2.5% | -8.8% | +6.2% | -3.8% |
| 1Y | -5.3% | -10.2% | +4.9% | -6.0% |
| All | -5.3% | -10.6% | +5.3% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling