+91.7%
BKNG vs CMCSA
-47.3%
+139.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.3% |
| 7D | -10.7% | -5.6% | -5.1% | -8.8% |
| 30D | -18.1% | -1.9% | -16.2% | -17.5% |
| 3M | +8.5% | +6.4% | +2.1% | +6.0% |
| 6M | -0.1% | -16.9% | +16.9% | +5.4% |
| YTD | -18.2% | -6.8% | -11.4% | -17.9% |
| 1Y | -19.9% | -15.9% | -4.0% | -16.3% |
| 3Y | +41.6% | -33.4% | +75.0% | +59.5% |
| All | +91.7% | -47.3% | +139.0% | +119.3% |
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 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