+22.3%
VZ vs DGX
+97.6%
-75.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +0.9% | +1.2% | -0.2% | +0.6% |
| 30D | +8.9% | +11.2% | -2.3% | +5.8% |
| 3M | +0.1% | +9.3% | -9.2% | -2.3% |
| 6M | +1.9% | +37.4% | -35.4% | -6.8% |
| YTD | +22.0% | +51.6% | -29.6% | +8.2% |
| 1Y | +22.1% | +39.3% | -17.2% | +10.8% |
| 3Y | +58.7% | +106.1% | -47.5% | +28.0% |
| 5Y | +22.3% | +92.2% | -69.9% | -5.9% |
| All | +22.3% | +97.6% | -75.3% | -5.9% |
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