-60.9%
ADBE vs VRSK
-11.8%
-49.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -5.4% | -5.2% | -0.2% | -2.3% |
| 30D | -2.5% | -2.3% | -0.2% | -0.9% |
| 3M | +15.3% | -2.9% | +18.2% | +17.6% |
| 6M | -7.8% | -12.8% | +5.0% | -0.5% |
| YTD | -27.9% | -20.8% | -7.1% | -17.7% |
| 1Y | -28.0% | -33.2% | +5.2% | -9.2% |
| 3Y | -55.3% | -26.6% | -28.7% | -49.4% |
| All | -60.9% | -11.8% | -49.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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