+639.9%
LYB vs VRSN
+1,170.0%
-530.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.1% |
| 30D | +1.5% | +0.7% | +0.8% | +0.9% |
| 3M | -0.3% | +0.6% | -0.8% | -1.3% |
| 6M | +0.1% | +21.7% | -21.7% | -9.6% |
| YTD | +53.4% | +20.0% | +33.4% | +38.8% |
| 1Y | +25.6% | +3.2% | +22.5% | +21.5% |
| 3Y | -21.3% | +42.4% | -63.7% | -35.5% |
| 5Y | -2.4% | +33.0% | -35.4% | -20.5% |
| 10Y | +48.8% | +292.9% | -244.1% | -34.4% |
| All | +639.9% | +1,170.0% | -530.2% | +43.8% |
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