-54.9%
ADBE vs COST
+69.9%
-124.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.9% | -2.8% | -6.1% | -7.7% |
| 30D | -6.6% | -5.3% | -1.4% | -4.3% |
| 3M | +7.1% | -6.7% | +13.8% | +10.6% |
| 6M | -9.8% | -9.9% | +0.2% | -5.7% |
| YTD | -27.2% | +5.1% | -32.3% | -29.8% |
| 1Y | -28.0% | -7.3% | -20.7% | -26.1% |
| All | -54.9% | +69.9% | -124.7% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling