-55.9%
ADBE vs DGX
+93.2%
-149.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.2% |
| 7D | -12.9% | -3.5% | -9.5% | -12.6% |
| 30D | -5.6% | -2.7% | -3.0% | -5.4% |
| 3M | +6.6% | +13.9% | -7.3% | +5.6% |
| 6M | -9.6% | +16.0% | -25.6% | -10.6% |
| YTD | -28.9% | +34.9% | -63.8% | -30.9% |
| 1Y | -28.9% | +30.6% | -59.5% | -30.7% |
| All | -55.9% | +93.2% | -149.1% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling