+254.5%
BSX vs VRSN
+6,422.7%
-6,168.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.4% | -2.5% | -5.4% |
| 7D | -6.4% | -2.1% | -4.3% | -6.1% |
| 30D | -8.8% | -3.9% | -4.9% | -8.3% |
| 3M | -7.6% | -0.1% | -7.5% | -7.7% |
| 6M | -37.0% | +16.4% | -53.4% | -38.5% |
| YTD | -52.8% | +17.2% | -70.1% | -54.0% |
| 1Y | -58.4% | +1.0% | -59.4% | -58.6% |
| 3Y | -16.5% | +39.1% | -55.6% | -21.1% |
| 5Y | -1.2% | +29.0% | -30.2% | -6.0% |
| 10Y | +83.7% | +275.8% | -192.1% | +52.3% |
| All | +254.5% | +6,422.7% | -6,168.2% | +92.7% |
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