+230.9%
QCOM vs VZ
+68.5%
+162.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +5.8% | +2.2% | +3.6% | +5.3% |
| 30D | -2.3% | +10.6% | -12.9% | -4.6% |
| 3M | +2.7% | -0.6% | +3.3% | +2.5% |
| 6M | -21.0% | +0.7% | -21.8% | -21.7% |
| YTD | +1.8% | +20.6% | -18.8% | -4.4% |
| 1Y | +2.4% | +22.7% | -20.3% | -4.4% |
| 3Y | +52.1% | +57.2% | -5.1% | +27.1% |
| 5Y | +14.6% | +21.4% | -6.7% | +4.3% |
| 10Y | +230.9% | +65.5% | +165.4% | +173.5% |
| All | +230.9% | +68.5% | +162.4% | +173.5% |
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