+20,355.4%
ADBE vs BAX
+899.7%
+19,455.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +1.0% | +4.1% | -3.1% | -0.6% |
| 3M | -10.1% | -4.5% | -5.6% | -9.2% |
| 6M | +3.0% | +49.2% | -46.3% | -10.7% |
| YTD | -30.5% | +35.2% | -65.8% | -39.0% |
| 1Y | -27.1% | +38.3% | -65.4% | -36.5% |
| 3Y | -58.8% | -19.0% | -39.8% | -59.0% |
| 5Y | -63.0% | -64.2% | +1.1% | -52.0% |
| 10Y | +134.5% | -35.7% | +170.2% | +147.8% |
| All | +20,355.4% | +899.7% | +19,455.8% | +5,967.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling