+83.4%
JNJ vs VRSN
+32.1%
+51.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.4% |
| 7D | -4.3% | -1.5% | -2.8% | -4.1% |
| 30D | +3.0% | +0.7% | +2.3% | +2.9% |
| 3M | +12.2% | +0.6% | +11.7% | +12.0% |
| 6M | +10.5% | +21.7% | -11.3% | +7.1% |
| YTD | +30.8% | +20.0% | +10.8% | +26.9% |
| 1Y | +54.9% | +3.2% | +51.8% | +53.8% |
| 3Y | +80.7% | +42.4% | +38.3% | +68.1% |
| 5Y | +83.4% | +33.0% | +50.5% | +67.4% |
| All | +83.4% | +32.1% | +51.3% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling