-29.8%
SYK vs ADSK
-34.9%
+5.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.4% |
| 7D | -12.3% | -10.9% | -1.4% | -10.5% |
| 30D | -22.4% | -15.9% | -6.6% | -20.1% |
| 3M | -12.3% | -4.4% | -8.0% | -12.8% |
| 6M | -24.3% | -16.6% | -7.7% | -23.9% |
| YTD | -22.8% | -28.5% | +5.7% | -20.0% |
| All | -29.8% | -34.9% | +5.1% | -27.4% |
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 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