+108.6%
ASML vs CMCSA
-45.8%
+154.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | +2.2% | +7.0% | -4.8% | +0.2% |
| 3M | -2.3% | +15.1% | -17.4% | -6.7% |
| 6M | +23.0% | -15.4% | +38.3% | +28.4% |
| YTD | +61.1% | -1.9% | +63.0% | +58.5% |
| 1Y | +129.1% | -12.7% | +141.8% | +135.7% |
| 3Y | +165.4% | -31.0% | +196.4% | +195.4% |
| All | +108.6% | -45.8% | +154.4% | +111.1% |
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 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