+151.4%
ADBE vs BBY
+252.7%
-101.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.5% |
| 7D | -5.4% | +0.6% | -5.9% | -5.5% |
| 30D | -2.5% | +9.4% | -11.9% | -5.4% |
| 3M | +15.3% | +19.3% | -4.1% | +8.8% |
| 6M | -7.8% | +47.9% | -55.8% | -19.2% |
| YTD | -27.9% | +39.6% | -67.5% | -35.9% |
| 1Y | -28.0% | +22.2% | -50.2% | -33.6% |
| 3Y | -55.3% | +45.0% | -100.3% | -62.9% |
| 5Y | -61.7% | +2.6% | -64.3% | -65.3% |
| All | +151.4% | +252.7% | -101.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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