+281.8%
QCOM vs ADBE
+152.4%
+129.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.8% |
| 7D | +4.4% | -8.9% | +13.3% | +8.9% |
| 30D | +9.4% | -6.6% | +16.0% | +12.3% |
| 3M | -13.7% | +7.1% | -20.8% | -19.1% |
| 6M | +28.9% | -9.8% | +38.7% | +30.3% |
| YTD | +4.7% | -27.2% | +31.9% | +18.5% |
| 1Y | +13.5% | -28.0% | +41.5% | +28.6% |
| 3Y | +77.1% | -54.5% | +131.6% | +143.8% |
| 5Y | +38.9% | -61.5% | +100.4% | +101.8% |
| 10Y | +281.8% | +156.4% | +125.3% | +133.6% |
| All | +281.8% | +152.4% | +129.4% | +133.6% |
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