-28.9%
ADBE vs EMR
+13.6%
-42.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.5% |
| 7D | -12.9% | -1.2% | -11.7% | -13.0% |
| 30D | -5.6% | -9.4% | +3.8% | -6.6% |
| 3M | +6.6% | +8.6% | -2.0% | +7.4% |
| 6M | -9.6% | +6.7% | -16.3% | -8.9% |
| YTD | -28.9% | +13.1% | -42.0% | -29.2% |
| 1Y | -28.9% | +12.7% | -41.7% | -30.2% |
| All | -28.9% | +13.6% | -42.5% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling