+970.7%
VRSN vs BAH
+1,084.3%
-113.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.9% | +0.5% | -1.3% | -1.0% |
| 30D | +2.4% | +18.2% | -15.8% | -2.1% |
| 3M | +6.4% | +13.1% | -6.7% | +2.6% |
| 6M | +8.6% | +15.2% | -6.6% | +3.7% |
| YTD | +29.3% | +6.0% | +23.3% | +25.0% |
| 1Y | +27.2% | +3.1% | +24.1% | +23.7% |
| 3Y | +52.8% | -26.2% | +79.0% | +55.4% |
| 5Y | +36.7% | +9.3% | +27.4% | +20.9% |
| 10Y | +290.8% | +212.3% | +78.5% | +163.2% |
| All | +970.7% | +1,084.3% | -113.5% | +435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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