+4,590.2%
ADBE vs XLB
+822.6%
+3,767.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.5% |
| 7D | -8.6% | -1.4% | -7.2% | -7.7% |
| 30D | +2.8% | -0.4% | +3.2% | +3.0% |
| 3M | +3.1% | +2.0% | +1.2% | +1.1% |
| 6M | -2.4% | +1.8% | -4.3% | -5.0% |
| YTD | -23.9% | +16.6% | -40.4% | -33.2% |
| 1Y | -22.6% | +16.9% | -39.5% | -32.3% |
| 3Y | -52.7% | +32.6% | -85.2% | -62.7% |
| 5Y | -60.0% | +35.6% | -95.7% | -68.7% |
| 10Y | +157.3% | +160.0% | -2.7% | +22.2% |
| All | +4,590.2% | +822.6% | +3,767.6% | +858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling