+83.4%
JNJ vs ADBE
-62.6%
+146.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -4.3% | -12.9% | +8.6% | -4.0% |
| 30D | +3.0% | -5.6% | +8.7% | +3.1% |
| 3M | +12.2% | +6.6% | +5.6% | +12.0% |
| 6M | +10.5% | -9.6% | +20.0% | +10.5% |
| YTD | +30.8% | -28.9% | +59.7% | +31.7% |
| 1Y | +54.9% | -28.9% | +83.9% | +55.9% |
| 3Y | +80.7% | -55.6% | +136.2% | +83.6% |
| 5Y | +83.4% | -62.2% | +145.7% | +80.4% |
| All | +83.4% | -62.6% | +146.1% | +80.4% |
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