+21,548.7%
ADBE vs COST
+11,671.2%
+9,877.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -10.1% | -3.2% | -6.9% | -8.8% |
| 30D | -3.0% | -4.0% | +1.0% | -1.3% |
| 3M | +5.0% | -6.5% | +11.5% | +8.2% |
| 6M | -9.3% | -8.5% | -0.8% | -6.0% |
| YTD | -26.5% | +6.0% | -32.5% | -28.7% |
| 1Y | -28.3% | -5.8% | -22.5% | -26.9% |
| 3Y | -54.1% | +71.8% | -125.9% | -64.2% |
| 5Y | -61.2% | +106.2% | -167.4% | -71.9% |
| 10Y | +152.5% | +602.0% | -449.5% | +12.7% |
| All | +21,548.7% | +11,671.2% | +9,877.5% | +2,757.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling