+205.4%
VZ vs EXEL
+340.0%
-134.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +1.4% | +19.0% | -17.7% | +0.1% |
| 3M | -1.3% | +33.3% | -34.5% | -3.3% |
| 6M | -0.5% | +42.9% | -43.4% | -3.2% |
| YTD | +19.6% | +58.7% | -39.1% | +15.3% |
| 1Y | +22.4% | +70.5% | -48.1% | +17.3% |
| 3Y | +55.9% | +233.8% | -177.9% | +41.0% |
| 5Y | +20.4% | +259.3% | -238.9% | +7.6% |
| 10Y | +66.9% | +484.1% | -417.2% | +38.2% |
| All | +205.4% | +340.0% | -134.5% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling