+789.5%
CVS vs VRSN
+7,135.0%
-6,345.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +6.6% | +1.4% | +5.2% | +6.4% |
| 30D | -0.4% | +3.9% | -4.3% | -0.8% |
| 3M | -5.3% | +9.3% | -14.6% | -6.1% |
| 6M | -7.7% | +6.7% | -14.4% | -8.5% |
| YTD | +16.0% | +30.0% | -14.0% | +12.7% |
| 1Y | +16.2% | +26.0% | -9.8% | +13.2% |
| 3Y | +47.6% | +53.1% | -5.6% | +40.7% |
| 5Y | +12.3% | +35.0% | -22.7% | +7.8% |
| 10Y | +62.4% | +291.7% | -229.3% | +41.4% |
| All | +789.5% | +7,135.0% | -6,345.5% | +379.8% |
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