+148.0%
ADBE vs BAX
-37.2%
+185.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -12.9% | -5.4% | -7.5% | -11.4% |
| 30D | -5.6% | -12.4% | +6.7% | -1.7% |
| 3M | +6.6% | +19.1% | -12.5% | +0.6% |
| 6M | -9.6% | +38.6% | -48.2% | -19.3% |
| YTD | -28.9% | +26.7% | -55.6% | -35.8% |
| 1Y | -28.9% | +1.0% | -30.0% | -31.1% |
| 3Y | -55.6% | -33.9% | -21.7% | -51.9% |
| 5Y | -62.2% | -67.0% | +4.8% | -43.3% |
| All | +148.0% | -37.2% | +185.2% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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