+3,627.5%
SYK vs VRSN
+6,576.4%
-2,948.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -12.3% | -1.5% | -10.8% | -12.1% |
| 30D | -22.4% | +0.7% | -23.2% | -22.5% |
| 3M | -12.3% | +0.6% | -12.9% | -12.4% |
| 6M | -24.3% | +21.7% | -46.0% | -26.5% |
| YTD | -22.8% | +20.0% | -42.8% | -24.9% |
| 1Y | -28.8% | +3.2% | -31.9% | -29.4% |
| 3Y | -4.0% | +42.4% | -46.4% | -9.2% |
| 5Y | +3.8% | +33.0% | -29.1% | -1.0% |
| 10Y | +172.8% | +292.9% | -120.1% | +129.8% |
| All | +3,627.5% | +6,576.4% | -2,948.9% | +1,764.1% |
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