+1,548.9%
JNJ vs VRSN
+6,422.7%
-4,873.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -0.8% | -2.1% | +1.4% | -0.6% |
| 30D | +4.3% | -3.9% | +8.2% | +4.6% |
| 3M | +16.5% | -0.1% | +16.6% | +16.4% |
| 6M | +13.1% | +16.4% | -3.3% | +11.9% |
| YTD | +32.1% | +17.2% | +14.9% | +30.5% |
| 1Y | +54.5% | +1.0% | +53.5% | +54.0% |
| 3Y | +82.5% | +39.1% | +43.4% | +77.7% |
| 5Y | +80.0% | +29.0% | +51.0% | +75.4% |
| 10Y | +195.7% | +275.8% | -80.2% | +171.0% |
| All | +1,548.9% | +6,422.7% | -4,873.8% | +1,003.5% |
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