+230.9%
QCOM vs ADBE
+124.8%
+106.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.1% |
| 7D | +5.8% | -5.6% | +11.4% | +8.7% |
| 30D | -2.3% | -2.0% | -0.3% | -2.0% |
| 3M | +2.7% | -10.5% | +13.2% | +6.4% |
| 6M | -21.0% | -6.2% | -14.8% | -22.4% |
| YTD | +1.8% | -32.2% | +34.0% | +18.0% |
| 1Y | +2.4% | -27.4% | +29.8% | +14.0% |
| 3Y | +52.1% | -58.9% | +111.1% | +119.6% |
| 5Y | +14.6% | -64.5% | +79.1% | +72.2% |
| 10Y | +230.9% | +120.0% | +110.8% | +96.6% |
| All | +230.9% | +124.8% | +106.0% | +96.6% |
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