+22,327.1%
ADBE vs EMR
+4,039.8%
+18,287.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.5% | -7.6% |
| 7D | -8.6% | -1.5% | -7.1% | -7.9% |
| 30D | +2.8% | -5.6% | +8.4% | +5.5% |
| 3M | +3.1% | +7.9% | -4.8% | -2.4% |
| 6M | -2.4% | +6.0% | -8.4% | -8.3% |
| YTD | -23.9% | +16.4% | -40.3% | -32.8% |
| 1Y | -22.6% | +16.6% | -39.2% | -32.2% |
| 3Y | -52.7% | +62.9% | -115.5% | -66.8% |
| 5Y | -60.0% | +60.1% | -120.1% | -72.0% |
| 10Y | +157.3% | +268.7% | -111.4% | +0.1% |
| All | +22,327.1% | +4,039.8% | +18,287.3% | +1,256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling