+5.0%
SYK vs ADSK
-25.6%
+30.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -12.3% | -10.9% | -1.4% | -9.3% |
| 30D | -22.4% | -15.9% | -6.6% | -18.6% |
| 3M | -12.3% | -4.4% | -8.0% | -11.7% |
| 6M | -24.3% | -16.6% | -7.7% | -21.0% |
| YTD | -22.8% | -28.5% | +5.7% | -15.8% |
| 1Y | -28.8% | -34.6% | +5.9% | -20.1% |
| 3Y | -4.0% | -3.5% | -0.5% | -7.8% |
| All | +5.0% | -25.6% | +30.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling