+401.2%
ADBE vs ESI
+224.6%
+176.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.7% | -7.4% |
| 7D | -8.6% | +3.3% | -11.9% | -9.3% |
| 30D | +2.8% | -5.9% | +8.6% | +4.0% |
| 3M | +3.1% | -14.1% | +17.2% | +5.1% |
| 6M | -2.4% | +6.6% | -9.0% | -7.3% |
| YTD | -23.9% | +45.0% | -68.9% | -33.8% |
| 1Y | -22.6% | +41.5% | -64.1% | -32.5% |
| 3Y | -52.7% | +78.8% | -131.4% | -62.1% |
| 5Y | -60.0% | +70.9% | -130.9% | -67.8% |
| 10Y | +157.3% | +317.1% | -159.8% | +62.9% |
| All | +401.2% | +224.6% | +176.6% | +262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling