+117.9%
ASML vs CMCSA
-30.5%
+148.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.4% | -9.7% | -9.3% |
| 7D | -19.0% | +12.0% | -31.1% | -18.8% |
| 30D | -25.9% | +17.5% | -43.5% | -25.7% |
| 3M | -19.1% | +2.4% | -21.4% | -18.6% |
| 6M | -5.7% | -2.9% | -2.8% | -4.6% |
| YTD | +27.6% | -6.2% | +33.7% | +28.2% |
| 1Y | +30.8% | +0.4% | +30.4% | +29.8% |
| All | +117.9% | -30.5% | +148.4% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling