+57.7%
VZ vs EXEL
+236.1%
-178.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | +2.4% | -2.4% | +4.8% | +2.4% |
| 30D | +11.2% | +17.9% | -6.7% | +10.8% |
| 3M | 0.0% | +33.3% | -33.3% | -0.6% |
| 6M | +1.3% | +46.6% | -45.3% | +0.3% |
| YTD | +21.3% | +61.0% | -39.8% | +19.7% |
| 1Y | +23.9% | +70.4% | -46.5% | +21.9% |
| 3Y | +57.7% | +236.1% | -178.4% | +48.5% |
| All | +57.7% | +236.1% | -178.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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