+1.1%
STZ vs VRSN
+287.3%
-286.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +20.9% | +4.9% | +16.0% | +19.0% |
| 3M | +8.0% | +5.8% | +2.2% | +6.0% |
| 6M | -5.3% | +12.6% | -17.9% | -9.2% |
| YTD | +5.9% | +28.2% | -22.3% | -3.3% |
| 1Y | +14.2% | +30.4% | -16.2% | +3.6% |
| 3Y | -37.0% | +54.6% | -91.5% | -47.1% |
| 5Y | -29.7% | +35.1% | -64.8% | -39.4% |
| All | +1.1% | +287.3% | -286.1% | -34.1% |
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 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