+2,068.6%
JPM vs VRSN
+7,135.0%
-5,066.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | +1.4% | +2.1% | +3.2% |
| 30D | +3.3% | +3.9% | -0.6% | +2.3% |
| 3M | -4.2% | +9.3% | -13.5% | -6.2% |
| 6M | +16.4% | +6.7% | +9.7% | +14.1% |
| YTD | +9.5% | +30.0% | -20.5% | +2.0% |
| 1Y | +14.0% | +26.0% | -12.0% | +6.9% |
| 3Y | +153.1% | +53.1% | +99.9% | +125.0% |
| 5Y | +134.9% | +35.0% | +99.9% | +112.9% |
| 10Y | +485.7% | +291.7% | +194.0% | +314.2% |
| All | +2,068.6% | +7,135.0% | -5,066.4% | +598.7% |
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