-1.0%
ADBE vs ESI
-24.7%
+23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | -0.5% |
| 7D | -3.2% | +8.3% | -11.5% | +0.1% |
| 30D | +1.0% | -10.4% | +11.4% | -3.0% |
| 3M | -7.8% | -13.2% | +5.4% | -12.2% |
| 6M | -1.0% | -23.9% | +22.9% | -7.2% |
| All | -1.0% | -24.7% | +23.8% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling