+25.9%
VZ vs DGX
+66.8%
-40.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +7.1% | -1.2% | +8.3% | +7.4% |
| 3M | +12.8% | +19.9% | -7.1% | +7.2% |
| 6M | +1.8% | +19.2% | -17.4% | -3.3% |
| YTD | +30.0% | +37.5% | -7.5% | +18.4% |
| 1Y | +24.3% | +31.3% | -7.0% | +14.5% |
| 3Y | +84.3% | +96.6% | -12.3% | +50.5% |
| 5Y | +25.9% | +64.3% | -38.3% | +2.0% |
| All | +25.9% | +66.8% | -40.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling