+70.8%
SAP vs VRSN
+34.5%
+36.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.7% |
| 7D | -0.7% | +0.5% | -1.1% | -0.9% |
| 30D | +11.1% | +4.9% | +6.2% | +8.8% |
| 3M | +17.0% | +5.8% | +11.2% | +14.0% |
| 6M | +34.8% | +12.6% | +22.3% | +27.6% |
| YTD | -2.2% | +28.2% | -30.5% | -12.8% |
| 1Y | -6.4% | +30.4% | -36.9% | -17.3% |
| 3Y | +75.1% | +54.6% | +20.6% | +40.8% |
| All | +70.8% | +34.5% | +36.2% | +38.3% |
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 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