+150.6%
JPM vs VRSN
+53.4%
+97.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +3.4% | +3.6% | -0.1% | +3.0% |
| 3M | -5.7% | +10.8% | -16.4% | -6.8% |
| 6M | +13.5% | +9.9% | +3.6% | +12.1% |
| YTD | +8.4% | +29.8% | -21.4% | +3.3% |
| 1Y | +9.1% | +26.3% | -17.2% | +4.5% |
| All | +150.6% | +53.4% | +97.2% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling