+50,186.6%
QCOM vs VZ
+1,081.3%
+49,105.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +7.7% | +7.9% | -0.2% | +4.3% |
| 3M | -30.1% | +13.6% | -43.7% | -34.3% |
| 6M | +22.8% | +1.1% | +21.7% | +20.9% |
| YTD | +0.2% | +29.3% | -29.1% | -11.9% |
| 1Y | +7.9% | +21.2% | -13.4% | -2.8% |
| 3Y | +55.8% | +75.9% | -20.1% | +15.4% |
| 5Y | +30.1% | +24.1% | +6.0% | +10.6% |
| 10Y | +248.9% | +62.4% | +186.5% | +157.1% |
| All | +50,186.6% | +1,081.3% | +49,105.3% | +16,690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling