+151.4%
ADBE vs EMR
+284.0%
-132.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.4% |
| 7D | -5.4% | -0.4% | -4.9% | -5.2% |
| 30D | -2.5% | -6.8% | +4.3% | -0.2% |
| 3M | +15.3% | +7.5% | +7.8% | +11.4% |
| 6M | -7.8% | +9.9% | -17.7% | -12.7% |
| YTD | -27.9% | +16.0% | -43.9% | -33.9% |
| 1Y | -28.0% | +12.4% | -40.5% | -33.4% |
| 3Y | -55.3% | +60.2% | -115.6% | -65.3% |
| 5Y | -61.7% | +67.9% | -129.6% | -71.1% |
| All | +151.4% | +284.0% | -132.6% | +42.8% |
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