+56.2%
SAP vs VRSN
+30.8%
+25.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.8% |
| 7D | -0.3% | -1.0% | +0.8% | +0.2% |
| 30D | +0.3% | -1.9% | +2.2% | +1.0% |
| 3M | +16.9% | +1.4% | +15.5% | +16.0% |
| 6M | +6.3% | +19.0% | -12.7% | -1.9% |
| YTD | -12.4% | +19.2% | -31.6% | -19.3% |
| 1Y | -21.6% | +1.7% | -23.3% | -23.0% |
| 3Y | +54.8% | +41.4% | +13.3% | +29.5% |
| 5Y | +56.2% | +31.7% | +24.5% | +31.6% |
| All | +56.2% | +30.8% | +25.4% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling