+245.8%
QCOM vs VRSN
+296.1%
-50.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | +1.2% | +3.8% | -2.5% | -0.7% |
| 3M | +9.1% | +9.5% | -0.4% | +3.6% |
| 6M | -25.0% | +10.3% | -35.2% | -30.1% |
| YTD | +4.8% | +30.5% | -25.6% | -12.9% |
| 1Y | +3.6% | +27.9% | -24.3% | -13.0% |
| 3Y | +51.5% | +54.3% | -2.8% | +9.0% |
| 5Y | +19.7% | +37.2% | -17.4% | -8.0% |
| 10Y | +245.8% | +293.1% | -47.2% | +61.2% |
| All | +245.8% | +296.1% | -50.3% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling