+172.9%
VRTX vs ADSK
-26.7%
+199.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.7% |
| 7D | -7.8% | -10.9% | +3.1% | -5.7% |
| 30D | -2.8% | -15.9% | +13.0% | +0.3% |
| 3M | +18.1% | -4.4% | +22.5% | +18.5% |
| 6M | +3.1% | -16.6% | +19.7% | +6.0% |
| YTD | +13.5% | -28.5% | +42.0% | +20.1% |
| 1Y | +32.4% | -34.6% | +67.1% | +42.7% |
| 3Y | +50.0% | -3.5% | +53.5% | +47.4% |
| 5Y | +172.9% | -25.6% | +198.5% | +164.2% |
| All | +172.9% | -26.7% | +199.6% | +164.2% |
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