-61.5%
ADBE vs CMCSA
-48.8%
-12.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | +1.6% |
| 7D | -8.9% | -8.3% | -0.6% | -5.9% |
| 30D | -6.6% | -2.4% | -4.2% | -5.9% |
| 3M | +7.1% | +4.5% | +2.6% | +5.2% |
| 6M | -9.8% | -18.8% | +9.0% | -4.0% |
| YTD | -27.2% | -8.9% | -18.2% | -26.5% |
| 1Y | -28.0% | -18.3% | -9.7% | -24.1% |
| 3Y | -54.5% | -35.0% | -19.6% | -48.1% |
| 5Y | -61.5% | -48.2% | -13.3% | -57.4% |
| All | -61.5% | -48.8% | -12.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling