+579.0%
AVGO vs CMCSA
-41.3%
+620.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.8% |
| 7D | +6.1% | +0.7% | +5.4% | +5.9% |
| 30D | -2.7% | +21.0% | -23.7% | -6.2% |
| 3M | -16.9% | -0.9% | -15.9% | -16.8% |
| 6M | -19.1% | +2.9% | -22.0% | -20.0% |
| YTD | +0.3% | -5.9% | +6.2% | +0.1% |
| 1Y | -1.2% | +2.5% | -3.6% | -4.4% |
| 3Y | +272.4% | -28.3% | +300.7% | +296.2% |
| 5Y | +579.0% | -40.8% | +619.8% | +625.2% |
| All | +579.0% | -41.3% | +620.3% | +625.2% |
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