+15,674.2%
ASML vs VRSN
+6,651.0%
+9,023.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | +0.1% | +1.1% | +1.1% |
| 30D | +2.2% | -0.2% | +2.3% | +2.0% |
| 3M | -2.3% | -0.3% | -2.0% | -3.5% |
| 6M | +23.0% | +23.0% | 0.0% | +11.4% |
| YTD | +61.1% | +21.3% | +39.7% | +45.7% |
| 1Y | +129.1% | +6.7% | +122.4% | +116.9% |
| 3Y | +165.4% | +45.0% | +120.4% | +120.0% |
| 5Y | +109.5% | +35.0% | +74.4% | +80.6% |
| 10Y | +1,645.7% | +276.3% | +1,369.4% | +942.4% |
| All | +15,674.2% | +6,651.0% | +9,023.2% | +3,015.8% |
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