+20,839.3%
ADBE vs BKR
+528.0%
+20,311.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.7% | +4.3% | -0.9% |
| 7D | -12.9% | -6.7% | -6.3% | -11.6% |
| 30D | -5.6% | -8.3% | +2.7% | -3.9% |
| 3M | +6.6% | -5.4% | +12.0% | +7.6% |
| 6M | -9.6% | +0.8% | -10.4% | -10.5% |
| YTD | -28.9% | +31.8% | -60.8% | -33.9% |
| 1Y | -28.9% | +28.6% | -57.5% | -33.7% |
| 3Y | -55.6% | +71.2% | -126.8% | -61.9% |
| 5Y | -62.2% | +179.2% | -241.5% | -71.7% |
| 10Y | +150.4% | +124.0% | +26.4% | +79.2% |
| All | +20,839.3% | +528.0% | +20,311.3% | +10,129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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