+198.0%
BAX vs VRSN
+6,651.0%
-6,453.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -5.5% | -0.2% | -5.3% | -5.4% |
| 3M | +33.5% | -0.3% | +33.8% | +33.5% |
| 6M | +35.9% | +23.0% | +12.9% | +33.6% |
| YTD | +35.4% | +21.3% | +14.0% | +33.2% |
| 1Y | +9.8% | +6.7% | +3.0% | +9.0% |
| 3Y | -32.7% | +45.0% | -77.7% | -34.8% |
| 5Y | -65.6% | +35.0% | -100.6% | -66.6% |
| 10Y | -34.9% | +276.3% | -311.2% | -40.4% |
| All | +198.0% | +6,651.0% | -6,453.1% | +99.5% |
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