+847.3%
ADBE vs EXEL
+273.2%
+574.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.7% |
| 7D | -8.6% | +8.4% | -17.0% | -9.9% |
| 30D | +2.8% | +4.1% | -1.3% | +1.8% |
| 3M | +3.1% | +12.4% | -9.3% | +0.7% |
| 6M | -2.4% | +41.5% | -44.0% | -9.1% |
| YTD | -23.9% | +34.6% | -58.5% | -28.6% |
| 1Y | -22.6% | +57.9% | -80.5% | -29.8% |
| 3Y | -52.7% | +159.5% | -212.2% | -61.9% |
| 5Y | -60.0% | +198.5% | -258.5% | -69.0% |
| 10Y | +157.3% | +411.4% | -254.0% | +65.5% |
| All | +847.3% | +273.2% | +574.1% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling