-64.1%
ADBE vs XLP
+40.8%
-104.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -1.9% |
| 7D | -4.4% | +0.7% | -5.1% | -4.9% |
| 30D | +2.8% | +10.3% | -7.5% | -4.2% |
| 3M | -8.0% | +6.5% | -14.6% | -12.2% |
| 6M | -4.3% | +8.4% | -12.7% | -9.6% |
| YTD | -31.6% | +18.2% | -49.8% | -40.2% |
| 1Y | -26.9% | +22.4% | -49.3% | -37.9% |
| 3Y | -57.7% | +41.9% | -99.6% | -69.4% |
| All | -64.1% | +40.8% | -104.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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