-61.2%
ADBE vs ESI
+77.4%
-138.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.6% |
| 7D | -10.1% | +5.4% | -15.5% | -11.3% |
| 30D | -3.0% | -4.2% | +1.2% | -2.2% |
| 3M | +5.0% | -9.6% | +14.6% | +5.3% |
| 6M | -9.3% | +18.3% | -27.6% | -19.4% |
| YTD | -26.5% | +45.8% | -72.3% | -40.9% |
| 1Y | -28.3% | +39.2% | -67.4% | -41.6% |
| 3Y | -54.1% | +86.3% | -140.4% | -69.6% |
| 5Y | -61.2% | +76.2% | -137.4% | -73.4% |
| All | -61.2% | +77.4% | -138.6% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling