-63.2%
ADBE vs VMC
+42.8%
-106.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +1.6% | -1.3% | +2.8% | +2.1% |
| 30D | +1.0% | +15.5% | -14.5% | -5.3% |
| 3M | -10.1% | +0.6% | -10.7% | -10.7% |
| 6M | +3.0% | +2.1% | +0.9% | +0.8% |
| YTD | -30.5% | -1.6% | -29.0% | -32.1% |
| 1Y | -27.1% | -1.2% | -26.0% | -29.0% |
| 3Y | -58.8% | +35.3% | -94.1% | -68.1% |
| All | -63.2% | +42.8% | -106.0% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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