+148.0%
ADBE vs XLB
+162.9%
-14.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.5% |
| 7D | -12.9% | -3.5% | -9.4% | -10.6% |
| 30D | -5.6% | -4.7% | -1.0% | -2.4% |
| 3M | +6.6% | +2.7% | +3.9% | +4.0% |
| 6M | -9.6% | +2.6% | -12.2% | -12.4% |
| YTD | -28.9% | +12.8% | -41.8% | -36.4% |
| 1Y | -28.9% | +14.0% | -42.9% | -37.0% |
| 3Y | -55.6% | +31.5% | -87.1% | -65.3% |
| 5Y | -62.2% | +33.4% | -95.7% | -70.6% |
| All | +148.0% | +162.9% | -14.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling