+1,419.6%
CSCO vs VRSN
+7,122.6%
-5,702.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | +6.6% | +0.1% | +6.4% | +6.5% |
| 30D | -11.3% | +3.6% | -14.9% | -12.4% |
| 3M | -17.3% | +10.8% | -28.1% | -20.2% |
| 6M | +3.5% | +9.9% | -6.4% | -0.7% |
| YTD | +34.9% | +29.8% | +5.1% | +21.5% |
| 1Y | +40.5% | +26.3% | +14.2% | +27.6% |
| 3Y | +109.3% | +53.5% | +55.8% | +75.7% |
| 5Y | +105.9% | +34.8% | +71.1% | +78.1% |
| 10Y | +335.8% | +291.0% | +44.8% | +161.9% |
| All | +1,419.6% | +7,122.6% | -5,702.9% | +258.5% |
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