-59.7%
ADBE vs FN
+289.0%
-348.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.9% | -7.0% |
| 7D | -8.6% | -1.7% | -6.9% | -8.5% |
| 30D | +2.8% | -22.0% | +24.8% | +4.4% |
| 3M | +3.1% | -43.0% | +46.1% | +8.0% |
| 6M | -2.4% | -27.7% | +25.3% | -2.9% |
| YTD | -23.9% | -10.5% | -13.3% | -27.7% |
| 1Y | -22.6% | +12.5% | -35.1% | -30.5% |
| 3Y | -52.7% | +153.8% | -206.5% | -68.8% |
| All | -59.7% | +289.0% | -348.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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