+19.9%
XBI vs ADSK
-25.3%
+45.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.6% | -2.5% | -2.1% | -3.7% |
| 30D | -2.0% | -14.9% | +12.9% | +3.9% |
| 3M | +17.8% | +3.3% | +14.5% | +14.2% |
| 6M | +23.7% | -15.7% | +39.4% | +29.4% |
| YTD | +28.2% | -28.2% | +56.5% | +43.7% |
| 1Y | +64.0% | -34.5% | +98.5% | +91.7% |
| 3Y | +99.4% | -2.9% | +102.3% | +84.5% |
| All | +19.9% | -25.3% | +45.3% | +10.2% |
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