-60.9%
ADBE vs VTR
+87.5%
-148.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -5.4% | -0.3% | -5.0% | -5.3% |
| 30D | -2.5% | +1.1% | -3.6% | -2.7% |
| 3M | +15.3% | +7.9% | +7.4% | +13.7% |
| 6M | -7.8% | +6.2% | -14.0% | -9.1% |
| YTD | -27.9% | +17.7% | -45.7% | -30.8% |
| 1Y | -28.0% | +32.9% | -60.9% | -33.3% |
| 3Y | -55.3% | +129.7% | -185.0% | -65.7% |
| All | -60.9% | +87.5% | -148.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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