+70.6%
VZ vs CMCSA
+9.1%
+61.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | +2.4% | +4.6% | -2.2% | +1.0% |
| 30D | +11.2% | +19.8% | -8.6% | +5.2% |
| 3M | 0.0% | -0.3% | +0.3% | -0.1% |
| 6M | +1.3% | +0.3% | +1.0% | +0.8% |
| YTD | +21.3% | -6.9% | +28.2% | +22.7% |
| 1Y | +23.9% | +2.6% | +21.4% | +21.7% |
| 3Y | +57.7% | -29.0% | +86.7% | +70.1% |
| 5Y | +21.2% | -42.0% | +63.2% | +36.4% |
| 10Y | +70.6% | +6.4% | +64.1% | +62.8% |
| All | +70.6% | +9.1% | +61.5% | +62.8% |
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