+143.7%
LLY vs VRSN
+51.5%
+92.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +19.7% | +0.7% | +19.0% | +19.6% |
| 3M | +19.3% | +4.1% | +15.1% | +18.7% |
| 6M | +49.3% | +6.7% | +42.6% | +47.7% |
| YTD | +32.0% | +27.1% | +5.0% | +26.8% |
| 1Y | +53.7% | +28.0% | +25.7% | +47.5% |
| 3Y | +143.7% | +52.6% | +91.1% | +150.7% |
| All | +143.7% | +51.5% | +92.3% | +150.7% |
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 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