-1.2%
ADBE vs XLC
+142.6%
-143.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -3.0% |
| 7D | -12.9% | -1.7% | -11.3% | -11.3% |
| 30D | -5.6% | +0.2% | -5.8% | -5.9% |
| 3M | +6.6% | +0.7% | +5.9% | +5.9% |
| 6M | -9.6% | -4.5% | -5.1% | -5.1% |
| YTD | -28.9% | -4.7% | -24.2% | -25.2% |
| 1Y | -28.9% | -1.5% | -27.4% | -28.0% |
| 3Y | -55.6% | +72.2% | -127.8% | -76.1% |
| 5Y | -62.2% | +39.3% | -101.6% | -73.7% |
| All | -1.2% | +142.6% | -143.7% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling