+908.7%
VZ vs CMCSA
+2,166.6%
-1,257.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | +2.1% | +5.0% | -2.9% | +1.0% |
| 30D | +1.4% | +16.5% | -15.1% | -2.1% |
| 3M | -1.3% | -1.6% | +0.3% | -0.9% |
| 6M | -0.5% | -5.0% | +4.5% | +0.4% |
| YTD | +19.6% | -8.3% | +27.9% | +21.3% |
| 1Y | +22.4% | +0.4% | +22.0% | +21.5% |
| 3Y | +55.9% | -31.0% | +86.9% | +66.7% |
| 5Y | +20.4% | -42.5% | +63.0% | +32.6% |
| 10Y | +66.9% | +12.6% | +54.3% | +54.7% |
| All | +908.7% | +2,166.6% | -1,257.9% | +395.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling