+5.9%
ADBE vs XLC
+143.7%
-137.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -5.4% |
| 7D | -8.6% | -0.8% | -7.7% | -7.7% |
| 30D | +2.8% | +1.0% | +1.7% | +1.7% |
| 3M | +3.1% | -0.7% | +3.8% | +4.0% |
| 6M | -2.4% | -5.1% | +2.7% | +3.2% |
| YTD | -23.9% | -4.3% | -19.6% | -20.3% |
| 1Y | -22.6% | -0.6% | -22.0% | -22.4% |
| 3Y | -52.7% | +72.7% | -125.4% | -74.6% |
| 5Y | -60.0% | +38.0% | -98.0% | -71.9% |
| All | +5.9% | +143.7% | -137.9% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling