+148.3%
IBM vs ADBE
-63.4%
+211.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -1.7% | -4.4% | +2.7% | -0.6% |
| 30D | +10.1% | -0.2% | +10.3% | +10.0% |
| 3M | +4.8% | -9.9% | +14.7% | +7.3% |
| 6M | +12.6% | -3.5% | +16.1% | +13.1% |
| YTD | -13.9% | -32.1% | +18.2% | -7.9% |
| 1Y | -18.7% | -28.7% | +10.0% | -13.8% |
| 3Y | +81.9% | -60.2% | +142.1% | +108.1% |
| 5Y | +148.3% | -63.1% | +211.4% | +156.2% |
| All | +148.3% | -63.4% | +211.7% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling