+961.6%
EMR vs VRSN
+6,532.2%
-5,570.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | +0.9% | -1.0% | +2.0% | +1.1% |
| 30D | -5.0% | -1.9% | -3.1% | -4.7% |
| 3M | +5.9% | +1.4% | +4.5% | +5.4% |
| 6M | +7.3% | +19.0% | -11.7% | +3.8% |
| YTD | +14.6% | +19.2% | -4.7% | +10.6% |
| 1Y | +15.6% | +1.7% | +14.0% | +14.4% |
| 3Y | +60.2% | +41.4% | +18.7% | +49.7% |
| 5Y | +65.8% | +31.7% | +34.2% | +56.0% |
| 10Y | +277.4% | +290.3% | -12.9% | +203.9% |
| All | +961.6% | +6,532.2% | -5,570.6% | +462.0% |
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