+35.0%
VRSN vs ABCL
-41.3%
+76.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.1% | +0.7% | -0.7% | 0.0% |
| 30D | -0.2% | +93.1% | -93.2% | -4.7% |
| 3M | -0.3% | +79.4% | -79.7% | -4.8% |
| 6M | +23.0% | +214.9% | -191.9% | +11.7% |
| YTD | +21.3% | +234.2% | -212.9% | +9.1% |
| 1Y | +6.7% | +174.8% | -168.0% | -3.2% |
| 3Y | +45.0% | +104.5% | -59.5% | +31.6% |
| All | +35.0% | -41.3% | +76.3% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling