+30.9%
QCOM vs VZ
+24.2%
+6.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +7.7% | +7.9% | -0.2% | +7.3% |
| 3M | -30.1% | +13.6% | -43.7% | -30.5% |
| 6M | +22.8% | +1.1% | +21.7% | +23.2% |
| YTD | +0.2% | +29.3% | -29.1% | -2.0% |
| 1Y | +7.9% | +21.2% | -13.4% | +6.1% |
| 3Y | +55.8% | +75.9% | -20.1% | +42.8% |
| All | +30.9% | +24.2% | +6.7% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling