+4,612.7%
AMGN vs VRSN
+6,422.7%
-1,810.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -9.5% |
| 7D | -10.3% | -2.1% | -8.1% | -9.9% |
| 30D | -3.8% | -3.9% | +0.1% | -3.1% |
| 3M | +14.4% | -0.1% | +14.5% | +14.2% |
| 6M | +7.8% | +16.4% | -8.6% | +4.6% |
| YTD | +22.6% | +17.2% | +5.3% | +18.5% |
| 1Y | +44.2% | +1.0% | +43.2% | +42.8% |
| 3Y | +65.8% | +39.1% | +26.7% | +54.6% |
| 5Y | +108.0% | +29.0% | +79.0% | +94.4% |
| 10Y | +209.9% | +275.8% | -66.0% | +142.0% |
| All | +4,612.7% | +6,422.7% | -1,810.0% | +1,747.5% |
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 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