+2,191.8%
STZ vs VRSN
+6,651.0%
-4,459.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | -6.2% | -0.3% | -5.9% | -6.3% |
| 6M | -14.0% | +23.0% | -37.0% | -16.0% |
| YTD | -5.1% | +21.3% | -26.5% | -7.3% |
| 1Y | -9.6% | +6.7% | -16.3% | -10.5% |
| 3Y | -47.2% | +45.0% | -92.2% | -49.6% |
| 5Y | -33.6% | +35.0% | -68.6% | -36.4% |
| 10Y | -9.8% | +276.3% | -286.1% | -21.6% |
| All | +2,191.8% | +6,651.0% | -4,459.3% | +1,389.8% |
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