+230.1%
VZ vs EXEL
+273.2%
-43.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.1% | +8.4% | -8.3% | -0.5% |
| 30D | +7.9% | +4.1% | +3.8% | +7.5% |
| 3M | +13.6% | +12.4% | +1.2% | +12.6% |
| 6M | +1.1% | +41.5% | -40.4% | -1.6% |
| YTD | +29.3% | +34.6% | -5.3% | +26.1% |
| 1Y | +21.2% | +57.9% | -36.6% | +16.7% |
| 3Y | +75.9% | +159.5% | -83.6% | +61.9% |
| 5Y | +24.1% | +198.5% | -174.4% | +12.3% |
| 10Y | +62.4% | +411.4% | -349.0% | +35.4% |
| All | +230.1% | +273.2% | -43.1% | +127.8% |
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