+57.4%
VZ vs CMCSA
-27.5%
+84.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.5% | +3.2% | -1.7% | +0.5% |
| 30D | +4.4% | +19.5% | -15.2% | -1.0% |
| 3M | -2.4% | -2.4% | 0.0% | -2.1% |
| 6M | +1.4% | +3.8% | -2.4% | -0.3% |
| YTD | +21.4% | -5.4% | +26.8% | +21.8% |
| 1Y | +20.3% | +1.1% | +19.2% | +18.6% |
| 3Y | +57.4% | -27.1% | +84.5% | +70.9% |
| All | +57.4% | -27.5% | +84.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling