+648.1%
ADBE vs VRSK
+585.1%
+63.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.6% |
| 7D | -12.9% | -7.7% | -5.2% | -8.5% |
| 30D | -5.6% | -2.8% | -2.8% | -3.8% |
| 3M | +6.6% | -3.7% | +10.3% | +9.2% |
| 6M | -9.6% | -12.8% | +3.2% | -2.2% |
| YTD | -28.9% | -21.0% | -7.9% | -18.8% |
| 1Y | -28.9% | -32.5% | +3.5% | -11.3% |
| 3Y | -55.6% | -26.5% | -29.1% | -48.7% |
| 5Y | -62.2% | -11.5% | -50.7% | -61.4% |
| 10Y | +150.4% | +125.7% | +24.7% | +54.2% |
| All | +648.1% | +585.1% | +63.1% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling