+48.4%
QCOM vs ADBE
-58.8%
+107.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | +4.3% | +1.6% | +2.7% | +3.9% |
| 30D | -0.1% | +1.0% | -1.1% | -0.6% |
| 3M | +5.2% | -10.1% | +15.4% | +7.0% |
| 6M | -18.4% | +3.0% | -21.3% | -20.7% |
| YTD | +2.4% | -30.5% | +33.0% | +13.7% |
| 1Y | +0.9% | -27.1% | +28.0% | +9.9% |
| 3Y | +48.4% | -58.8% | +107.2% | +79.6% |
| All | +48.4% | -58.8% | +107.2% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling