+892.4%
IBM vs VRSN
+6,651.0%
-5,758.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +0.3% | -0.2% | +0.4% | +0.3% |
| 3M | -21.6% | -0.3% | -21.3% | -21.6% |
| 6M | -4.7% | +23.0% | -27.7% | -8.4% |
| YTD | -19.1% | +21.3% | -40.4% | -22.0% |
| 1Y | -2.5% | +6.7% | -9.2% | -4.1% |
| 3Y | +74.2% | +45.0% | +29.2% | +61.7% |
| 5Y | +113.1% | +35.0% | +78.1% | +98.4% |
| 10Y | +133.5% | +276.3% | -142.8% | +82.6% |
| All | +892.4% | +6,651.0% | -5,758.6% | +310.8% |
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