-61.2%
ADBE vs FFIV
+92.2%
-153.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -10.1% | -1.5% | -8.5% | -9.3% |
| 30D | -3.0% | -2.7% | -0.3% | -2.0% |
| 3M | +5.0% | -1.7% | +6.7% | +4.6% |
| 6M | -9.3% | +36.1% | -45.4% | -24.8% |
| YTD | -26.5% | +52.6% | -79.1% | -43.4% |
| 1Y | -28.3% | +21.5% | -49.8% | -37.8% |
| 3Y | -54.1% | +142.7% | -196.8% | -75.8% |
| 5Y | -61.2% | +92.6% | -153.8% | -76.3% |
| All | -61.2% | +92.2% | -153.4% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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