+148.0%
ADBE vs CMCSA
+7.3%
+140.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -3.4% |
| 7D | -12.9% | -5.6% | -7.4% | -10.7% |
| 30D | -5.6% | -1.9% | -3.8% | -5.0% |
| 3M | +6.6% | +6.4% | +0.2% | +3.3% |
| 6M | -9.6% | -16.9% | +7.4% | -3.4% |
| YTD | -28.9% | -6.8% | -22.1% | -28.5% |
| 1Y | -28.9% | -15.9% | -13.0% | -25.1% |
| 3Y | -55.6% | -33.4% | -22.2% | -48.8% |
| 5Y | -62.2% | -46.7% | -15.5% | -52.5% |
| All | +148.0% | +7.3% | +140.8% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling