+290.3%
VRSN vs EXEL
+378.5%
-88.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.9% | +10.1% | -12.0% | -3.6% |
| 3M | +1.4% | +10.1% | -8.7% | -0.6% |
| 6M | +19.0% | +37.7% | -18.6% | +11.8% |
| YTD | +19.2% | +33.1% | -13.9% | +12.4% |
| 1Y | +1.7% | +52.4% | -50.7% | -7.0% |
| 3Y | +41.4% | +163.8% | -122.4% | +13.9% |
| 5Y | +31.7% | +198.5% | -166.9% | +2.0% |
| 10Y | +290.3% | +386.9% | -96.6% | +182.3% |
| All | +290.3% | +378.5% | -88.2% | +182.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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