+1,698.7%
ADBE vs ELV
+2,409.5%
-710.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -3.0% | +2.0% | -5.0% | -3.6% |
| 3M | +5.0% | -3.5% | +8.5% | +5.7% |
| 6M | -9.3% | +40.2% | -49.5% | -19.6% |
| YTD | -26.5% | +15.8% | -42.3% | -31.2% |
| 1Y | -28.3% | +33.2% | -61.4% | -36.2% |
| 3Y | -54.1% | -6.2% | -47.9% | -55.5% |
| 5Y | -61.2% | +16.4% | -77.6% | -65.9% |
| 10Y | +152.5% | +259.8% | -107.2% | +42.8% |
| All | +1,698.7% | +2,409.5% | -710.8% | +599.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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