+67.7%
ASML vs VRSN
+37.2%
+30.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.5% | -8.6% |
| 7D | -19.0% | +2.0% | -21.0% | -19.6% |
| 30D | -25.9% | +6.5% | -32.4% | -27.8% |
| 3M | -19.1% | +6.7% | -25.7% | -21.5% |
| 6M | -5.7% | +13.8% | -19.5% | -12.5% |
| YTD | +27.6% | +29.6% | -2.1% | +8.1% |
| 1Y | +30.8% | +29.5% | +1.3% | +10.5% |
| 3Y | +116.2% | +56.9% | +59.3% | +49.3% |
| 5Y | +67.7% | +36.6% | +31.1% | +28.4% |
| All | +67.7% | +37.2% | +30.4% | +28.4% |
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