+947.2%
AZN vs VRSN
+6,576.4%
-5,629.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -3.0% |
| 30D | +0.6% | +0.7% | -0.2% | +0.5% |
| 3M | -10.8% | +0.6% | -11.4% | -11.0% |
| 6M | -18.1% | +21.7% | -39.9% | -19.7% |
| YTD | -12.3% | +20.0% | -32.3% | -13.9% |
| 1Y | -0.2% | +3.2% | -3.4% | -0.9% |
| 3Y | +23.4% | +42.4% | -19.0% | +18.7% |
| 5Y | +56.4% | +33.0% | +23.4% | +50.7% |
| 10Y | +225.7% | +292.9% | -67.2% | +188.2% |
| All | +947.2% | +6,576.4% | -5,629.2% | +452.1% |
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