+144.5%
IBM vs VRSN
+285.8%
-141.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.8% |
| 7D | +3.6% | -1.0% | +4.6% | +3.9% |
| 30D | +1.5% | -1.9% | +3.4% | +2.1% |
| 3M | -12.9% | +1.4% | -14.3% | -13.5% |
| 6M | -3.9% | +19.0% | -23.0% | -10.4% |
| YTD | -17.3% | +19.2% | -36.6% | -23.1% |
| 1Y | -5.0% | +1.7% | -6.7% | -6.7% |
| 3Y | +78.2% | +41.4% | +36.8% | +53.2% |
| 5Y | +120.6% | +31.7% | +89.0% | +89.9% |
| 10Y | +144.5% | +290.3% | -145.8% | +51.3% |
| All | +144.5% | +285.8% | -141.3% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling