-25.9%
ADBE vs COST
+12.8%
-38.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | 0.0% |
| 7D | -0.5% | +6.6% | -7.2% | -2.7% |
| 30D | +4.1% | +13.5% | -9.4% | 0.0% |
| 3M | -3.5% | +10.6% | -14.1% | -6.6% |
| 6M | -2.2% | +3.6% | -5.8% | -4.6% |
| YTD | -29.0% | +22.1% | -51.1% | -33.4% |
| 1Y | -25.9% | +11.9% | -37.8% | -28.0% |
| All | -25.9% | +12.8% | -38.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling