-29.9%
BABA vs CMCSA
-45.0%
+15.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -12.3% | +3.8% | -16.1% | -13.4% |
| 3M | -5.3% | +12.3% | -17.6% | -9.3% |
| 6M | -13.1% | -15.4% | +2.3% | -9.1% |
| YTD | -22.4% | -2.5% | -19.9% | -23.4% |
| 1Y | -19.5% | -13.4% | -6.1% | -16.7% |
| 3Y | +32.9% | -30.4% | +63.3% | +47.1% |
| 5Y | -29.9% | -45.0% | +15.1% | -21.7% |
| All | -29.9% | -45.0% | +15.2% | -21.7% |
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 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