+112.0%
AMGN vs VRSN
+30.8%
+81.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -11.6% | -1.0% | -10.6% | -11.4% |
| 30D | -5.7% | -1.9% | -3.8% | -5.4% |
| 3M | +14.2% | +1.4% | +12.8% | +13.8% |
| 6M | +5.2% | +19.0% | -13.9% | +1.5% |
| YTD | +22.0% | +19.2% | +2.8% | +17.4% |
| 1Y | +43.6% | +1.7% | +41.9% | +42.7% |
| 3Y | +65.0% | +41.4% | +23.6% | +51.0% |
| 5Y | +112.0% | +31.7% | +80.4% | +94.6% |
| All | +112.0% | +30.8% | +81.3% | +94.6% |
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