+151.4%
ADBE vs DGX
+255.3%
-103.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | -2.5% | -1.2% | -1.4% | -2.1% |
| 3M | +15.3% | +15.8% | -0.5% | +8.7% |
| 6M | -7.8% | +18.2% | -26.0% | -14.0% |
| YTD | -27.9% | +37.2% | -65.1% | -37.1% |
| 1Y | -28.0% | +30.4% | -58.4% | -36.1% |
| 3Y | -55.3% | +96.7% | -152.0% | -67.8% |
| 5Y | -61.7% | +67.2% | -128.9% | -70.5% |
| All | +151.4% | +255.3% | -103.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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