+22,327.1%
ADBE vs CMCSA
+2,324.1%
+20,003.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.5% |
| 7D | -8.6% | -2.1% | -6.5% | -7.8% |
| 30D | +2.8% | +7.0% | -4.3% | +0.1% |
| 3M | +3.1% | +15.1% | -12.0% | -2.3% |
| 6M | -2.4% | -15.4% | +12.9% | +2.7% |
| YTD | -23.9% | -1.9% | -22.0% | -24.5% |
| 1Y | -22.6% | -12.7% | -9.9% | -19.9% |
| 3Y | -52.7% | -31.0% | -21.7% | -47.4% |
| 5Y | -60.0% | -46.1% | -13.9% | -51.7% |
| 10Y | +157.3% | +10.8% | +146.5% | +132.2% |
| All | +22,327.1% | +2,324.1% | +20,003.0% | +5,551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling