+1,401.0%
CSCO vs VRSN
+7,159.8%
-5,758.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -2.8% | -1.2% | -1.5% | -2.3% |
| 30D | -12.6% | +3.8% | -16.4% | -13.7% |
| 3M | -16.0% | +9.5% | -25.5% | -18.7% |
| 6M | +2.8% | +10.3% | -7.4% | -1.4% |
| YTD | +33.2% | +30.5% | +2.7% | +19.8% |
| 1Y | +43.1% | +27.9% | +15.2% | +29.5% |
| 3Y | +106.7% | +54.3% | +52.4% | +73.2% |
| 5Y | +103.6% | +37.2% | +66.4% | +75.1% |
| 10Y | +330.5% | +293.1% | +37.4% | +158.2% |
| All | +1,401.0% | +7,159.8% | -5,758.8% | +253.5% |
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