-61.3%
ADBE vs VMC
+46.8%
-108.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | +0.4% |
| 7D | -8.9% | -5.3% | -3.6% | -6.8% |
| 30D | -6.6% | -12.3% | +5.6% | -1.5% |
| 3M | +7.1% | -10.3% | +17.4% | +11.5% |
| 6M | -9.8% | -8.6% | -1.2% | -7.6% |
| YTD | -27.2% | -11.9% | -15.3% | -25.1% |
| 1Y | -28.0% | -13.9% | -14.1% | -25.4% |
| 3Y | -54.5% | +18.2% | -72.7% | -61.9% |
| All | -61.3% | +46.8% | -108.1% | -71.8% |
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