-60.9%
ADBE vs EFX
-36.2%
-24.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -5.4% | -4.5% | -0.8% | -3.1% |
| 30D | -2.5% | -6.1% | +3.6% | +0.7% |
| 3M | +15.3% | +6.2% | +9.1% | +12.2% |
| 6M | -7.8% | -11.2% | +3.4% | -2.8% |
| YTD | -27.9% | -21.4% | -6.5% | -20.0% |
| 1Y | -28.0% | -34.3% | +6.3% | -13.3% |
| 3Y | -55.3% | -12.5% | -42.8% | -57.4% |
| All | -60.9% | -36.2% | -24.7% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling