+49.7%
VRSN vs ABCL
-80.5%
+130.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.7% | -7.8% | -1.4% |
| 7D | +0.5% | -3.2% | +3.7% | +0.6% |
| 30D | +4.9% | -7.4% | +12.3% | +5.1% |
| 3M | +5.8% | +81.9% | -76.1% | +2.0% |
| 6M | +12.6% | +135.7% | -123.2% | +6.1% |
| YTD | +28.2% | +247.4% | -219.1% | +17.3% |
| 1Y | +30.4% | +162.3% | -131.8% | +21.4% |
| 3Y | +54.6% | +165.5% | -110.9% | +39.3% |
| 5Y | +35.1% | -21.3% | +56.4% | +29.1% |
| All | +49.7% | -80.5% | +130.2% | +43.7% |
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