+138.9%
FCX vs VRSN
+30.0%
+108.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.4% | +8.7% | +6.4% |
| 7D | +5.7% | -2.1% | +7.9% | +6.3% |
| 30D | +10.1% | -3.9% | +14.0% | +11.3% |
| 3M | +20.2% | -0.1% | +20.3% | +19.2% |
| 6M | +29.7% | +16.4% | +13.3% | +19.6% |
| YTD | +51.9% | +17.2% | +34.7% | +38.6% |
| 1Y | +66.0% | +1.0% | +65.0% | +62.5% |
| 3Y | +102.7% | +39.1% | +63.6% | +63.8% |
| 5Y | +138.9% | +29.0% | +109.8% | +94.8% |
| All | +138.9% | +30.0% | +108.8% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling