+151.4%
ADBE vs EXEL
+375.2%
-223.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +1.8% |
| 7D | -5.4% | -4.9% | -0.5% | -4.5% |
| 30D | -2.5% | +11.4% | -13.9% | -4.5% |
| 3M | +15.3% | +4.9% | +10.4% | +14.0% |
| 6M | -7.8% | +34.4% | -42.3% | -13.6% |
| YTD | -27.9% | +28.0% | -56.0% | -31.9% |
| 1Y | -28.0% | +43.6% | -71.7% | -33.8% |
| 3Y | -55.3% | +155.2% | -210.5% | -64.7% |
| 5Y | -61.7% | +181.2% | -242.9% | -70.8% |
| All | +151.4% | +375.2% | -223.8% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling