+222.6%
GSK vs VRSN
+6,651.0%
-6,428.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.2% | -0.2% | -2.0% | -2.2% |
| 3M | -1.8% | -0.3% | -1.5% | -1.9% |
| 6M | -10.6% | +23.0% | -33.6% | -12.7% |
| YTD | +4.4% | +21.3% | -16.9% | +2.0% |
| 1Y | +30.4% | +6.7% | +23.7% | +29.0% |
| 3Y | +60.1% | +45.0% | +15.1% | +53.1% |
| 5Y | +46.8% | +35.0% | +11.8% | +40.5% |
| 10Y | +79.2% | +276.3% | -197.1% | +55.4% |
| All | +222.6% | +6,651.0% | -6,428.4% | +19.5% |
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