+132,969.6%
UNH vs ADSK
+4,756.5%
+128,213.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | -3.2% | -10.9% | +7.8% | -1.3% |
| 30D | -3.5% | -15.9% | +12.4% | -0.7% |
| 3M | -4.2% | -4.4% | +0.2% | -3.9% |
| 6M | +38.3% | -16.6% | +54.9% | +41.5% |
| YTD | +19.2% | -28.5% | +47.7% | +25.0% |
| 1Y | +15.0% | -34.6% | +49.6% | +22.4% |
| 3Y | -14.5% | -3.5% | -11.1% | -16.2% |
| 5Y | +4.6% | -25.6% | +30.2% | +4.5% |
| 10Y | +241.1% | +216.6% | +24.5% | +156.6% |
| All | +132,969.6% | +4,756.5% | +128,213.1% | +43,986.5% |
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