+5,044.2%
ADBE vs DGX
+8,778.1%
-3,733.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.8% |
| 7D | -5.4% | -0.9% | -4.5% | -5.1% |
| 30D | -2.5% | -1.2% | -1.4% | -2.1% |
| 3M | +15.3% | +15.8% | -0.5% | +9.5% |
| 6M | -7.8% | +18.2% | -26.0% | -13.3% |
| YTD | -27.9% | +37.2% | -65.1% | -35.9% |
| 1Y | -28.0% | +30.4% | -58.4% | -35.0% |
| 3Y | -55.3% | +96.7% | -152.0% | -65.7% |
| 5Y | -61.7% | +67.2% | -128.9% | -69.0% |
| 10Y | +153.8% | +253.9% | -100.1% | +55.2% |
| All | +5,044.2% | +8,778.1% | -3,733.9% | +1,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling