+22,327.1%
ADBE vs COST
+11,743.1%
+10,584.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.3% |
| 7D | -8.6% | -3.1% | -5.4% | -7.3% |
| 30D | +2.8% | -2.8% | +5.6% | +4.0% |
| 3M | +3.1% | -5.7% | +8.8% | +5.9% |
| 6M | -2.4% | -8.8% | +6.3% | +1.2% |
| YTD | -23.9% | +6.7% | -30.5% | -26.4% |
| 1Y | -22.6% | -3.6% | -19.0% | -21.9% |
| 3Y | -52.7% | +75.1% | -127.8% | -63.4% |
| 5Y | -60.0% | +108.9% | -168.9% | -71.2% |
| 10Y | +157.3% | +586.2% | -428.8% | +15.8% |
| All | +22,327.1% | +11,743.1% | +10,584.0% | +2,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling