+1,520.4%
CSCO vs VRSN
+6,651.0%
-5,130.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -10.1% | -0.2% | -10.0% | -10.2% |
| 3M | -15.7% | -0.3% | -15.4% | -16.3% |
| 6M | +36.3% | +23.0% | +13.3% | +25.6% |
| YTD | +43.8% | +21.3% | +22.5% | +32.6% |
| 1Y | +63.9% | +6.7% | +57.2% | +57.3% |
| 3Y | +104.4% | +45.0% | +59.4% | +74.6% |
| 5Y | +111.4% | +35.0% | +76.3% | +82.4% |
| 10Y | +361.7% | +276.3% | +85.3% | +180.5% |
| All | +1,520.4% | +6,651.0% | -5,130.6% | +291.1% |
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