-61.5%
ADBE vs EL
-68.4%
+6.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.2% |
| 7D | -8.9% | -2.4% | -6.6% | -8.4% |
| 30D | -6.6% | +13.7% | -20.3% | -10.0% |
| 3M | +7.1% | +14.5% | -7.4% | +2.8% |
| 6M | -9.8% | +7.4% | -17.2% | -12.8% |
| YTD | -27.2% | -4.7% | -22.5% | -28.1% |
| 1Y | -28.0% | +12.9% | -41.0% | -32.8% |
| 3Y | -54.5% | -32.2% | -22.3% | -52.1% |
| 5Y | -61.5% | -68.4% | +6.9% | -38.1% |
| All | -61.5% | -68.4% | +6.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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