+4,212.3%
ADBE vs SAP
+2,233.8%
+1,978.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -8.6% | -2.9% | -5.7% | -7.3% |
| 30D | +2.8% | +9.0% | -6.2% | -1.2% |
| 3M | +3.1% | +14.9% | -11.8% | -3.1% |
| 6M | -2.4% | +11.9% | -14.3% | -7.1% |
| YTD | -23.9% | -9.9% | -13.9% | -20.5% |
| 1Y | -22.6% | -19.5% | -3.1% | -15.0% |
| 3Y | -52.7% | +61.8% | -114.5% | -62.9% |
| 5Y | -60.0% | +56.2% | -116.2% | -68.1% |
| 10Y | +157.3% | +180.6% | -23.3% | +56.2% |
| All | +4,212.3% | +2,233.8% | +1,978.6% | +1,230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling