-60.9%
ADBE vs COST
+104.4%
-165.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -5.4% | -1.2% | -4.2% | -4.6% |
| 30D | -2.5% | -4.7% | +2.2% | +0.4% |
| 3M | +15.3% | -7.1% | +22.4% | +20.8% |
| 6M | -7.8% | -8.5% | +0.7% | -3.1% |
| YTD | -27.9% | +5.4% | -33.3% | -31.3% |
| 1Y | -28.0% | -5.6% | -22.4% | -26.4% |
| 3Y | -55.3% | +68.5% | -123.8% | -71.2% |
| All | -60.9% | +104.4% | -165.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling