-9.4%
ABT vs VRSN
+30.8%
-40.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.8% |
| 7D | -4.7% | -1.0% | -3.7% | -4.5% |
| 30D | -3.1% | -1.9% | -1.2% | -2.6% |
| 3M | +16.1% | +1.4% | +14.8% | +15.3% |
| 6M | -5.3% | +19.0% | -24.4% | -10.8% |
| YTD | -14.4% | +19.2% | -33.7% | -19.7% |
| 1Y | -18.4% | +1.7% | -20.1% | -19.4% |
| 3Y | +11.2% | +41.4% | -30.2% | -4.3% |
| 5Y | -9.4% | +31.7% | -41.0% | -20.7% |
| All | -9.4% | +30.8% | -40.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 5y: compounded portfolio wealth divided by compounded VRSN 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…
5y analysis · Full analysis span regression · 6 months rolling