+216.2%
VRSN vs EXEL
+273.2%
-57.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +0.1% | +8.4% | -8.3% | -1.5% |
| 30D | -0.2% | +4.1% | -4.2% | -1.1% |
| 3M | -0.3% | +12.4% | -12.7% | -2.8% |
| 6M | +23.0% | +41.5% | -18.6% | +14.2% |
| YTD | +21.3% | +34.6% | -13.3% | +13.4% |
| 1Y | +6.7% | +57.9% | -51.1% | -3.8% |
| 3Y | +45.0% | +159.5% | -114.5% | +15.3% |
| 5Y | +35.0% | +198.5% | -163.5% | +3.0% |
| 10Y | +276.3% | +411.4% | -135.0% | +131.7% |
| All | +216.2% | +273.2% | -57.0% | +14.5% |
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