+940.3%
IBM vs VRSN
+7,091.1%
-6,150.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +8.4% | +2.4% | +6.0% | +7.9% |
| 3M | +4.2% | +6.4% | -2.2% | +3.0% |
| 6M | +7.9% | +8.6% | -0.6% | +6.2% |
| YTD | -15.2% | +29.3% | -44.4% | -19.2% |
| 1Y | -18.7% | +27.2% | -45.9% | -22.4% |
| 3Y | +79.2% | +52.8% | +26.4% | +64.9% |
| 5Y | +144.7% | +36.7% | +108.0% | +127.4% |
| 10Y | +141.6% | +290.8% | -149.2% | +87.7% |
| All | +940.3% | +7,091.1% | -6,150.8% | +325.9% |
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