-61.2%
ADBE vs EXC
+48.6%
-109.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -10.1% | +1.2% | -11.3% | -10.3% |
| 30D | -3.0% | -2.7% | -0.3% | -2.4% |
| 3M | +5.0% | -1.0% | +6.0% | +5.2% |
| 6M | -9.3% | -9.3% | 0.0% | -7.3% |
| YTD | -26.5% | +3.6% | -30.1% | -27.7% |
| 1Y | -28.3% | +5.9% | -34.2% | -30.0% |
| 3Y | -54.1% | +21.3% | -75.4% | -57.6% |
| 5Y | -61.2% | +46.2% | -107.4% | -68.8% |
| All | -61.2% | +48.6% | -109.9% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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