+45.8%
ADP vs VRSN
+30.0%
+15.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -1.9% |
| 7D | -5.5% | -2.1% | -3.3% | -4.5% |
| 30D | -1.2% | -3.9% | +2.7% | +0.5% |
| 3M | +17.9% | -0.1% | +18.0% | +17.7% |
| 6M | +20.3% | +16.4% | +3.9% | +11.7% |
| YTD | +5.8% | +17.2% | -11.4% | -2.3% |
| 1Y | -7.7% | +1.0% | -8.7% | -9.0% |
| 3Y | +14.7% | +39.1% | -24.4% | -5.4% |
| 5Y | +45.8% | +29.0% | +16.8% | +23.5% |
| All | +45.8% | +30.0% | +15.8% | +23.5% |
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