-61.5%
ADBE vs BP
+141.6%
-203.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -8.9% | +4.0% | -12.9% | -9.4% |
| 30D | -6.6% | +7.8% | -14.5% | -7.6% |
| 3M | +7.1% | +8.4% | -1.2% | +5.7% |
| 6M | -9.8% | +15.1% | -24.8% | -11.8% |
| YTD | -27.2% | +36.4% | -63.6% | -30.7% |
| 1Y | -28.0% | +40.9% | -68.9% | -32.1% |
| 3Y | -54.5% | +38.8% | -93.4% | -57.3% |
| 5Y | -61.5% | +141.1% | -202.6% | -66.8% |
| All | -61.5% | +141.6% | -203.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling