+426.7%
VRTX vs ADSK
+222.2%
+204.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -5.6% | -2.5% | -3.1% | -4.9% |
| 30D | -2.0% | -14.9% | +12.9% | +2.4% |
| 3M | +15.8% | +3.3% | +12.5% | +13.9% |
| 6M | +4.7% | -15.7% | +20.3% | +8.5% |
| YTD | +13.7% | -28.2% | +41.9% | +23.3% |
| 1Y | +29.7% | -34.5% | +64.3% | +44.4% |
| 3Y | +48.4% | -2.9% | +51.3% | +43.1% |
| 5Y | +173.3% | -25.3% | +198.7% | +174.0% |
| All | +426.7% | +222.2% | +204.5% | +169.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling