+144.5%
IBM vs ADBE
+152.4%
-7.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | +3.6% | -8.9% | +12.5% | +6.2% |
| 30D | +1.5% | -6.6% | +8.2% | +3.3% |
| 3M | -12.9% | +7.1% | -20.0% | -14.8% |
| 6M | -3.9% | -9.8% | +5.9% | -1.7% |
| YTD | -17.3% | -27.2% | +9.8% | -10.9% |
| 1Y | -5.0% | -28.0% | +23.0% | +2.5% |
| 3Y | +78.2% | -54.5% | +132.7% | +110.0% |
| 5Y | +120.6% | -61.5% | +182.1% | +163.6% |
| 10Y | +144.5% | +156.4% | -12.0% | +63.3% |
| All | +144.5% | +152.4% | -7.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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