Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • VRSK vs SEDG✓SelectedUSD · SEDGVRSK vs SEDG performance historyLatest closeAs of+0.19%09/11
Stock and ETF performance explorer

VRSK vs SEDG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+165.4%
SEDG return
+73.0%
Excess return
+92.4%
Maximum drawdown
-50.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSEDGExcessAlpha
1D+0.2%-5.6%+5.8%+0.5%
7D-5.2%+1.4%-6.6%-5.3%
30D-2.3%+8.3%-10.6%-2.8%
3M-2.9%-40.7%+37.7%-1.2%
6M-12.8%-3.9%-8.9%-14.5%
YTD-20.8%+20.2%-41.0%-23.9%
1Y-33.2%+17.6%-50.8%-36.3%
3Y-26.6%-76.6%+50.0%-24.6%
5Y-11.3%-87.1%+75.8%-6.7%
10Y+126.1%+105.5%+20.7%+79.6%
All+165.4%+73.0%+92.4%+108.3%

Cumulative growth

Daily Returns

Daily percentage return beside SEDG.

Daily Out/Under-Performance

Portfolio return minus SEDG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SEDG 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 SEDG 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