+281.8%
QCOM vs VZ
+60.3%
+221.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | +4.4% | -1.0% | +5.3% | +4.6% |
| 30D | +9.4% | +5.8% | +3.6% | +7.9% |
| 3M | -13.7% | +10.5% | -24.2% | -15.9% |
| 6M | +28.9% | +1.8% | +27.1% | +27.9% |
| YTD | +4.7% | +28.3% | -23.5% | -2.8% |
| 1Y | +13.5% | +22.0% | -8.5% | +6.7% |
| 3Y | +77.1% | +81.8% | -4.8% | +41.2% |
| 5Y | +38.9% | +25.3% | +13.6% | +26.6% |
| 10Y | +281.8% | +64.4% | +217.4% | +218.2% |
| All | +281.8% | +60.3% | +221.4% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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