+204.7%
BAX vs VRSN
+6,969.1%
-6,764.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +9.0% | -0.8% | +9.9% | +9.1% |
| 30D | +8.5% | +0.7% | +7.8% | +8.4% |
| 3M | -4.1% | +4.1% | -8.2% | -4.4% |
| 6M | +46.9% | +6.7% | +40.2% | +46.1% |
| YTD | +38.4% | +27.1% | +11.3% | +35.7% |
| 1Y | +47.0% | +28.0% | +19.0% | +44.0% |
| 3Y | -14.9% | +52.6% | -67.6% | -17.9% |
| 5Y | -62.5% | +33.3% | -95.8% | -63.6% |
| 10Y | -33.9% | +279.5% | -313.4% | -39.6% |
| All | +204.7% | +6,969.1% | -6,764.4% | +103.2% |
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