+120.2%
ADBE vs USB
+92.8%
+27.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +2.8% | +5.8% | -3.0% | +1.0% |
| 3M | -8.0% | -6.0% | -2.1% | -6.4% |
| 6M | -4.3% | +7.8% | -12.1% | -7.0% |
| YTD | -31.6% | +14.6% | -46.2% | -35.1% |
| 1Y | -26.9% | +31.8% | -58.7% | -33.7% |
| 3Y | -57.7% | +91.5% | -149.2% | -66.6% |
| 5Y | -63.9% | +22.0% | -85.9% | -67.7% |
| All | +120.2% | +92.8% | +27.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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