+39.3%
ASML vs CMCSA
-1.8%
+41.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +4.3% |
| 7D | -9.0% | +5.0% | -14.1% | -7.6% |
| 30D | -21.0% | +16.5% | -37.4% | -17.5% |
| 3M | -16.3% | -1.6% | -14.7% | -15.4% |
| 6M | -7.5% | -5.0% | -2.5% | -6.0% |
| YTD | +34.0% | -8.3% | +42.3% | +37.5% |
| 1Y | +39.3% | +0.4% | +38.9% | +44.0% |
| All | +39.3% | -1.8% | +41.1% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling