-61.2%
ADBE vs EIX
+28.1%
-89.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.5% | -8.0% | -3.9% |
| 7D | -10.1% | +0.9% | -11.0% | -10.2% |
| 30D | -3.0% | -13.5% | +10.5% | -2.0% |
| 3M | +5.0% | -15.3% | +20.3% | +6.1% |
| 6M | -9.3% | -15.3% | +6.0% | -8.6% |
| YTD | -26.5% | +2.7% | -29.2% | -29.0% |
| 1Y | -28.3% | +17.4% | -45.7% | -32.7% |
| 3Y | -54.1% | -1.3% | -52.8% | -56.7% |
| 5Y | -61.2% | +27.2% | -88.4% | -65.8% |
| All | -61.2% | +28.1% | -89.3% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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