+148.0%
ADBE vs COST
+609.8%
-461.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -12.9% | -2.5% | -10.4% | -11.3% |
| 30D | -5.6% | -4.4% | -1.2% | -2.7% |
| 3M | +6.6% | -8.1% | +14.7% | +13.1% |
| 6M | -9.6% | -9.2% | -0.3% | -3.9% |
| YTD | -28.9% | +5.1% | -34.0% | -32.3% |
| 1Y | -28.9% | -5.1% | -23.9% | -27.5% |
| 3Y | -55.6% | +70.4% | -125.9% | -71.6% |
| 5Y | -62.2% | +104.7% | -166.9% | -79.1% |
| All | +148.0% | +609.8% | -461.7% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling