+49,194.2%
QCOM vs VZ
+993.2%
+48,201.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +5.9% |
| 7D | +0.4% | +2.1% | -1.8% | -0.5% |
| 30D | -6.6% | +1.4% | -8.0% | -7.7% |
| 3M | +3.7% | -1.3% | +4.9% | +3.4% |
| 6M | -13.3% | -0.5% | -12.8% | -14.6% |
| YTD | -1.8% | +19.6% | -21.4% | -11.4% |
| 1Y | -2.5% | +22.4% | -24.9% | -13.1% |
| 3Y | +47.0% | +55.9% | -8.9% | +14.1% |
| 5Y | +13.1% | +20.4% | -7.3% | -3.4% |
| 10Y | +224.7% | +66.9% | +157.8% | +133.7% |
| All | +49,194.2% | +993.2% | +48,201.1% | +16,772.8% |
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