+283.3%
VRSN vs BB
+2.6%
+280.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -1.0% | +1.8% | -2.9% | -1.2% |
| 30D | -1.9% | -12.2% | +10.3% | -0.7% |
| 3M | +1.4% | -12.3% | +13.7% | +1.7% |
| 6M | +19.0% | +122.7% | -103.7% | +7.2% |
| YTD | +19.2% | +104.5% | -85.3% | +8.3% |
| 1Y | +1.7% | +106.7% | -105.0% | -8.2% |
| 3Y | +41.4% | +70.0% | -28.5% | +25.7% |
| 5Y | +31.7% | -27.8% | +59.4% | +24.5% |
| All | +283.3% | +2.6% | +280.7% | +193.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling