+285.9%
VRSN vs BB
-0.1%
+286.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +0.9% |
| 7D | -1.5% | -2.1% | +0.5% | -1.3% |
| 30D | +0.7% | -16.0% | +16.8% | +2.4% |
| 3M | +0.6% | -14.5% | +15.1% | +1.2% |
| 6M | +21.7% | +118.6% | -96.8% | +9.8% |
| YTD | +20.0% | +98.9% | -78.9% | +9.3% |
| 1Y | +3.2% | +99.5% | -96.3% | -6.5% |
| 3Y | +42.4% | +65.4% | -23.0% | +26.9% |
| 5Y | +33.0% | -27.6% | +60.6% | +25.8% |
| All | +285.9% | -0.1% | +286.0% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling