+260.9%
UMC vs VRSN
+86.0%
+174.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.4% | +8.4% | +6.3% |
| 7D | +6.6% | -2.1% | +8.7% | +7.3% |
| 30D | +16.6% | -3.9% | +20.5% | +17.9% |
| 3M | +11.0% | -0.1% | +11.2% | +9.2% |
| 6M | +131.3% | +16.4% | +114.9% | +113.6% |
| YTD | +182.5% | +17.2% | +165.3% | +158.9% |
| 1Y | +222.3% | +1.0% | +221.3% | +211.2% |
| 3Y | +253.0% | +39.1% | +213.9% | +198.6% |
| 5Y | +141.8% | +29.0% | +112.8% | +109.7% |
| 10Y | +1,772.2% | +275.8% | +1,496.4% | +957.9% |
| All | +260.9% | +86.0% | +174.9% | +76.5% |
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