-55.9%
ADBE vs NEM
+241.5%
-297.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.4% |
| 7D | -12.9% | -3.3% | -9.6% | -13.0% |
| 30D | -5.6% | +7.8% | -13.5% | -5.4% |
| 3M | +6.6% | +36.3% | -29.6% | +7.6% |
| 6M | -9.6% | +6.6% | -16.1% | -8.9% |
| YTD | -28.9% | +27.1% | -56.0% | -28.6% |
| 1Y | -28.9% | +62.3% | -91.3% | -29.1% |
| All | -55.9% | +241.5% | -297.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling