+76.9%
FICO vs VRSN
+34.5%
+42.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | +3.3% | +4.9% | -1.6% | -0.1% |
| 3M | -31.7% | +5.8% | -37.5% | -34.3% |
| 6M | -34.0% | +12.6% | -46.5% | -39.4% |
| YTD | -58.3% | +28.2% | -86.6% | -64.8% |
| 1Y | -57.9% | +30.4% | -88.4% | -64.9% |
| 3Y | -24.1% | +54.6% | -78.6% | -44.9% |
| All | +76.9% | +34.5% | +42.4% | +33.2% |
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