+8,682.5%
JNJ vs ADBE
+22,327.1%
-13,644.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.7% | +5.6% | -0.5% |
| 7D | +2.7% | -8.6% | +11.3% | +3.5% |
| 30D | +7.4% | +2.8% | +4.6% | +7.0% |
| 3M | +21.2% | +3.1% | +18.1% | +20.6% |
| 6M | +13.4% | -2.4% | +15.8% | +13.0% |
| YTD | +35.1% | -23.9% | +59.0% | +37.7% |
| 1Y | +57.4% | -22.6% | +80.0% | +59.9% |
| 3Y | +86.8% | -52.7% | +139.4% | +96.4% |
| 5Y | +80.8% | -60.0% | +140.8% | +90.3% |
| 10Y | +202.7% | +157.3% | +45.4% | +163.6% |
| All | +8,682.5% | +22,327.1% | -13,644.6% | +3,494.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling