+65.5%
VZ vs CMCSA
+11.0%
+54.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | +2.1% | +5.0% | -2.9% | +0.6% |
| 30D | +1.4% | +16.5% | -15.1% | -3.2% |
| 3M | -1.3% | -1.6% | +0.3% | -0.9% |
| 6M | -0.5% | -5.0% | +4.5% | +0.5% |
| YTD | +19.6% | -8.3% | +27.9% | +21.6% |
| 1Y | +22.4% | +0.4% | +22.0% | +20.9% |
| 3Y | +55.9% | -31.0% | +86.9% | +69.5% |
| 5Y | +20.4% | -42.5% | +63.0% | +35.8% |
| All | +65.5% | +11.0% | +54.6% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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