-54.4%
ADBE vs EMR
+62.0%
-116.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | -10.1% | +3.1% | -13.1% | -10.5% |
| 30D | -3.0% | -3.5% | +0.5% | -2.5% |
| 3M | +5.0% | +9.8% | -4.8% | +2.8% |
| 6M | -9.3% | +10.8% | -20.1% | -11.9% |
| YTD | -26.5% | +15.9% | -42.4% | -30.1% |
| 1Y | -28.3% | +16.4% | -44.7% | -32.1% |
| All | -54.4% | +62.0% | -116.4% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling