+137.3%
ADBE vs EMR
+277.9%
-140.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.6% | +2.5% | -0.9% | +0.6% |
| 30D | +1.0% | +3.3% | -2.3% | -0.4% |
| 3M | -10.1% | +1.7% | -11.8% | -11.2% |
| 6M | +3.0% | +21.7% | -18.7% | -5.7% |
| YTD | -30.5% | +26.8% | -57.3% | -38.6% |
| 1Y | -27.1% | +31.6% | -58.7% | -36.6% |
| 3Y | -58.8% | +102.5% | -161.4% | -71.1% |
| 5Y | -63.0% | +87.5% | -150.6% | -73.4% |
| All | +137.3% | +277.9% | -140.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling