+211.5%
VZ vs EXEL
+347.1%
-135.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -2.8% | +3.7% | +1.1% |
| 30D | +8.9% | +18.2% | -9.3% | +7.6% |
| 3M | +0.1% | +37.7% | -37.6% | -2.2% |
| 6M | +1.9% | +42.2% | -40.3% | -0.8% |
| YTD | +22.0% | +61.3% | -39.3% | +17.5% |
| 1Y | +22.1% | +64.5% | -42.4% | +17.4% |
| 3Y | +58.7% | +236.7% | -178.0% | +43.4% |
| 5Y | +22.3% | +296.3% | -274.0% | +8.6% |
| 10Y | +71.6% | +331.1% | -259.5% | +45.5% |
| All | +211.5% | +347.1% | -135.6% | +112.1% |
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