+163.6%
SLB vs VRSN
+7,034.5%
-6,870.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | +4.1% | +4.9% | -0.8% | +3.4% |
| 3M | -2.6% | +5.8% | -8.5% | -3.5% |
| 6M | -8.6% | +12.6% | -21.1% | -10.3% |
| YTD | +32.2% | +28.2% | +4.0% | +27.0% |
| 1Y | +40.7% | +30.4% | +10.2% | +34.7% |
| 3Y | -4.5% | +54.6% | -59.1% | -11.1% |
| 5Y | +66.4% | +35.1% | +31.3% | +56.5% |
| 10Y | -15.1% | +294.0% | -309.1% | -30.7% |
| All | +163.6% | +7,034.5% | -6,870.9% | +27.4% |
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