-61.2%
ADBE vs SAP
+56.2%
-117.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.4% |
| 7D | -10.1% | -0.3% | -9.8% | -9.9% |
| 30D | -3.0% | +2.6% | -5.6% | -4.5% |
| 3M | +5.0% | +16.3% | -11.2% | -4.7% |
| 6M | -9.3% | +6.4% | -15.7% | -13.3% |
| YTD | -26.5% | -11.4% | -15.1% | -22.3% |
| 1Y | -28.3% | -20.4% | -7.9% | -19.0% |
| 3Y | -54.1% | +56.5% | -110.6% | -69.5% |
| 5Y | -61.2% | +56.8% | -118.0% | -76.2% |
| All | -61.2% | +56.2% | -117.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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