+245.8%
QCOM vs ADBE
+129.3%
+116.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | -4.4% | +6.3% | +4.1% |
| 30D | +1.2% | -0.2% | +1.5% | +0.7% |
| 3M | +9.1% | -9.9% | +19.0% | +12.8% |
| 6M | -25.0% | -3.5% | -21.5% | -27.4% |
| YTD | +4.8% | -32.1% | +37.0% | +21.4% |
| 1Y | +3.6% | -28.7% | +32.3% | +16.5% |
| 3Y | +51.5% | -60.2% | +111.7% | +123.0% |
| 5Y | +19.7% | -63.1% | +82.8% | +75.7% |
| 10Y | +245.8% | +129.2% | +116.6% | +100.1% |
| All | +245.8% | +129.3% | +116.5% | +100.1% |
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