+2,215.0%
ADP vs VRSN
+7,091.0%
-4,876.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +12.8% | +2.4% | +10.3% | +12.3% |
| 3M | +12.3% | +6.4% | +5.9% | +11.2% |
| 6M | +45.4% | +8.6% | +36.9% | +43.4% |
| YTD | +21.4% | +29.3% | -7.9% | +16.4% |
| 1Y | +23.7% | +27.2% | -3.5% | +18.9% |
| 3Y | +43.6% | +52.8% | -9.2% | +33.7% |
| 5Y | +48.7% | +36.7% | +12.0% | +40.5% |
| 10Y | +316.1% | +290.8% | +25.3% | +243.2% |
| All | +2,215.0% | +7,091.0% | -4,876.1% | +953.8% |
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