-63.7%
ADBE vs SWKS
-36.1%
-27.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.4% |
| 7D | -3.2% | +10.9% | -14.1% | -6.0% |
| 30D | +1.0% | +17.6% | -16.6% | -3.7% |
| 3M | -7.8% | +29.2% | -37.0% | -16.3% |
| 6M | -1.0% | +37.0% | -37.9% | -14.0% |
| YTD | -31.8% | +44.9% | -76.8% | -43.1% |
| 1Y | -29.2% | +33.8% | -63.0% | -39.1% |
| 3Y | -60.1% | +10.2% | -70.3% | -66.8% |
| 5Y | -63.7% | -37.0% | -26.7% | -55.6% |
| All | -63.7% | -36.1% | -27.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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