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  • ADBE vs RJF✓SelectedUSD · RJFADBE vs RJF performance historyLatest closeAs of-2.37%09/10
Stock and ETF performance explorer

ADBE vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+148.0%
RJF return
+429.5%
Excess return
-281.5%
Maximum drawdown
-71.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-2.4%-1.1%-1.3%-1.9%
7D-12.9%-4.2%-8.7%-11.4%
30D-5.6%-3.6%-2.0%-4.3%
3M+6.6%+15.6%-9.0%+0.5%
6M-9.6%+17.6%-27.2%-15.6%
YTD-28.9%+9.2%-38.1%-31.9%
1Y-28.9%+5.5%-34.5%-31.1%
3Y-55.6%+70.3%-125.9%-65.4%
5Y-62.2%+106.0%-168.3%-73.1%
All+148.0%+429.5%-281.5%+23.7%

Cumulative growth

Daily Returns

Daily percentage return beside RJF.

Daily Out/Under-Performance

Portfolio return minus RJF return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…

10y analysis · Full analysis span regression · 6 months rolling