+529.9%
ADBE vs BX
+910.6%
-380.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.9% |
| 7D | -10.1% | -2.0% | -8.1% | -9.4% |
| 30D | -3.0% | -2.3% | -0.7% | -2.2% |
| 3M | +5.0% | +18.5% | -13.5% | -1.4% |
| 6M | -9.3% | +23.7% | -33.0% | -16.6% |
| YTD | -26.5% | -10.4% | -16.1% | -24.8% |
| 1Y | -28.3% | -19.6% | -8.7% | -24.1% |
| 3Y | -54.1% | +30.8% | -84.9% | -60.3% |
| 5Y | -61.2% | +24.3% | -85.6% | -66.6% |
| 10Y | +152.5% | +679.5% | -527.0% | +20.3% |
| All | +529.9% | +910.6% | -380.6% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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