+133.9%
BP vs VRSN
+285.8%
-151.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | +7.8% | -1.9% | +9.7% | +8.2% |
| 3M | +8.4% | +1.4% | +7.0% | +7.6% |
| 6M | +15.1% | +19.0% | -4.0% | +9.1% |
| YTD | +36.4% | +19.2% | +17.2% | +28.8% |
| 1Y | +40.9% | +1.7% | +39.2% | +38.8% |
| 3Y | +38.8% | +41.4% | -2.6% | +22.3% |
| 5Y | +141.1% | +31.7% | +109.4% | +111.4% |
| 10Y | +133.9% | +290.3% | -156.4% | +60.5% |
| All | +133.9% | +285.8% | -151.9% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling