+715.4%
NVS vs VRSN
+6,422.7%
-5,707.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.4% | -10.5% | -13.7% |
| 7D | -14.6% | -2.1% | -12.5% | -14.4% |
| 30D | -11.9% | -3.9% | -8.0% | -11.6% |
| 3M | -6.0% | -0.1% | -5.8% | -6.0% |
| 6M | -11.4% | +16.4% | -27.8% | -12.6% |
| YTD | +2.9% | +17.2% | -14.3% | +1.3% |
| 1Y | +10.2% | +1.0% | +9.3% | +9.8% |
| 3Y | +55.3% | +39.1% | +16.2% | +50.4% |
| 5Y | +89.6% | +29.0% | +60.6% | +83.8% |
| 10Y | +176.1% | +275.8% | -99.8% | +147.7% |
| All | +715.4% | +6,422.7% | -5,707.3% | +399.2% |
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