+961.7%
NKE vs VRSN
+6,422.7%
-5,461.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | -0.1% | -2.1% | +2.1% | +0.3% |
| 30D | -7.7% | -3.9% | -3.7% | -7.1% |
| 3M | -10.9% | -0.1% | -10.8% | -11.0% |
| 6M | -31.9% | +16.4% | -48.3% | -33.6% |
| YTD | -38.6% | +17.2% | -55.9% | -40.3% |
| 1Y | -46.9% | +1.0% | -47.9% | -47.3% |
| 3Y | -58.2% | +39.1% | -97.3% | -60.6% |
| 5Y | -74.0% | +29.0% | -103.0% | -75.2% |
| 10Y | -21.6% | +275.8% | -297.4% | -34.8% |
| All | +961.7% | +6,422.7% | -5,461.0% | +415.3% |
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