-54.9%
ADBE vs EFX
-12.7%
-42.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.1% |
| 7D | -8.9% | -9.4% | +0.5% | -5.3% |
| 30D | -6.6% | -6.9% | +0.3% | -3.8% |
| 3M | +7.1% | +0.1% | +7.0% | +7.6% |
| 6M | -9.8% | -17.3% | +7.6% | -4.2% |
| YTD | -27.2% | -21.8% | -5.4% | -21.7% |
| 1Y | -28.0% | -32.5% | +4.5% | -19.4% |
| All | -54.9% | -12.7% | -42.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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