+169.4%
XLV vs ADBE
+154.3%
+15.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -3.6% | -5.4% | +1.8% | -2.3% |
| 30D | -1.8% | -2.5% | +0.7% | -1.5% |
| 3M | +7.8% | +15.3% | -7.5% | +3.7% |
| 6M | +9.1% | -7.8% | +17.0% | +9.8% |
| YTD | +7.7% | -27.9% | +35.7% | +14.7% |
| 1Y | +20.4% | -28.0% | +48.5% | +27.9% |
| 3Y | +30.8% | -55.3% | +86.1% | +51.8% |
| 5Y | +34.6% | -61.7% | +96.4% | +58.8% |
| All | +169.4% | +154.3% | +15.1% | +80.7% |
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