+940.9%
IBM vs VRSN
+7,122.6%
-6,181.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +6.8% | +3.6% | +3.2% | +6.1% |
| 3M | +4.4% | +10.8% | -6.4% | +2.5% |
| 6M | +13.2% | +9.9% | +3.2% | +11.1% |
| YTD | -15.1% | +29.8% | -45.0% | -19.2% |
| 1Y | -20.2% | +26.3% | -46.5% | -23.7% |
| 3Y | +79.3% | +53.5% | +25.8% | +64.9% |
| 5Y | +147.5% | +34.8% | +112.7% | +130.5% |
| 10Y | +140.2% | +291.0% | -150.9% | +86.6% |
| All | +940.9% | +7,122.6% | -6,181.7% | +325.8% |
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 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