+1,650.8%
JNJ vs VRSN
+7,135.0%
-5,484.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.5% | +1.4% | +2.0% | +3.4% |
| 30D | +12.5% | +3.9% | +8.7% | +12.2% |
| 3M | +9.6% | +9.3% | +0.2% | +8.9% |
| 6M | +25.3% | +6.7% | +18.7% | +24.7% |
| YTD | +40.3% | +30.0% | +10.3% | +37.6% |
| 1Y | +49.6% | +26.0% | +23.6% | +47.0% |
| 3Y | +110.8% | +53.1% | +57.6% | +103.9% |
| 5Y | +99.1% | +35.0% | +64.1% | +93.4% |
| 10Y | +216.6% | +291.7% | -75.1% | +189.0% |
| All | +1,650.8% | +7,135.0% | -5,484.2% | +1,063.3% |
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 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