-60.9%
ADBE vs NSC
+42.7%
-103.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -5.4% | -2.8% | -2.6% | -4.4% |
| 30D | -2.5% | -4.5% | +2.0% | -0.9% |
| 3M | +15.3% | +3.5% | +11.7% | +13.4% |
| 6M | -7.8% | +8.5% | -16.4% | -11.8% |
| YTD | -27.9% | +12.3% | -40.3% | -32.3% |
| 1Y | -28.0% | +18.9% | -47.0% | -34.1% |
| 3Y | -55.3% | +74.1% | -129.5% | -66.7% |
| All | -60.9% | +42.7% | -103.6% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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