+240.0%
VRSN vs EXEL
+347.1%
-107.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.2% | -2.8% | +1.6% | -0.7% |
| 30D | +3.8% | +18.2% | -14.4% | +0.3% |
| 3M | +9.5% | +37.7% | -28.2% | +2.7% |
| 6M | +10.3% | +42.2% | -32.0% | +2.4% |
| YTD | +30.5% | +61.3% | -30.8% | +17.6% |
| 1Y | +27.9% | +64.5% | -36.6% | +14.6% |
| 3Y | +54.3% | +236.7% | -182.4% | +16.8% |
| 5Y | +37.2% | +296.3% | -259.1% | -0.8% |
| 10Y | +293.1% | +331.1% | -38.0% | +153.9% |
| All | +240.0% | +347.1% | -107.1% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling