+51.5%
VRSN vs ABCL
-81.0%
+132.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | +0.1% | +4.4% | -4.3% | -0.1% |
| 30D | +3.6% | -7.9% | +11.4% | +3.8% |
| 3M | +10.8% | +12.2% | -1.5% | +9.7% |
| 6M | +9.9% | +134.7% | -124.8% | +3.6% |
| YTD | +29.8% | +239.8% | -209.9% | +18.8% |
| 1Y | +26.3% | +192.7% | -166.4% | +16.7% |
| 3Y | +53.5% | +187.6% | -134.1% | +37.2% |
| 5Y | +34.8% | -22.6% | +57.4% | +28.9% |
| All | +51.5% | -81.0% | +132.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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