+19,973.4%
ADBE vs BBWI
+1,125.9%
+18,847.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.2% |
| 7D | -3.2% | -4.5% | +1.3% | -2.1% |
| 30D | +1.0% | +17.1% | -16.2% | -3.2% |
| 3M | -7.8% | +17.5% | -25.3% | -12.3% |
| 6M | -1.0% | +12.8% | -13.8% | -6.2% |
| YTD | -31.8% | +8.2% | -40.0% | -35.7% |
| 1Y | -29.2% | -1.8% | -27.4% | -32.6% |
| 3Y | -60.1% | -25.8% | -34.3% | -61.4% |
| 5Y | -63.7% | -68.0% | +4.3% | -57.7% |
| 10Y | +130.1% | -47.6% | +177.7% | +88.9% |
| All | +19,973.4% | +1,125.9% | +18,847.4% | +3,618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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