+1,275.8%
ABT vs VRSN
+6,651.0%
-5,375.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | +2.5% | -0.2% | +2.6% | +2.5% |
| 3M | +20.2% | -0.3% | +20.5% | +20.1% |
| 6M | -2.9% | +23.0% | -25.9% | -4.9% |
| YTD | -11.9% | +21.3% | -33.3% | -13.7% |
| 1Y | -16.5% | +6.7% | -23.3% | -17.3% |
| 3Y | +12.1% | +45.0% | -32.8% | +7.6% |
| 5Y | -7.4% | +35.0% | -42.4% | -10.7% |
| 10Y | +210.7% | +276.3% | -65.6% | +178.9% |
| All | +1,275.8% | +6,651.0% | -5,375.3% | +750.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling