+2,873.4%
SNPS vs VRSN
+7,091.1%
-4,217.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | -0.6% | -0.9% | +0.2% | -0.4% |
| 30D | -9.8% | +2.4% | -12.2% | -10.4% |
| 3M | +11.7% | +6.4% | +5.4% | +9.9% |
| 6M | -10.9% | +8.6% | -19.5% | -13.3% |
| YTD | -2.1% | +29.3% | -31.3% | -9.1% |
| 1Y | +14.8% | +27.2% | -12.4% | +6.9% |
| 3Y | -11.3% | +52.8% | -64.2% | -21.8% |
| 5Y | +36.2% | +36.7% | -0.5% | +24.2% |
| 10Y | +684.5% | +290.8% | +393.7% | +470.9% |
| All | +2,873.4% | +7,091.1% | -4,217.7% | +785.1% |
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