+790.5%
BKNG vs CMCSA
+282.9%
+507.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.6% | +2.8% | -0.8% |
| 7D | -13.1% | -8.3% | -4.8% | -9.6% |
| 30D | -18.5% | -2.4% | -16.1% | -17.6% |
| 3M | +5.8% | +4.5% | +1.2% | +3.4% |
| 6M | -2.1% | -18.8% | +16.6% | +6.0% |
| YTD | -18.6% | -8.9% | -9.7% | -16.8% |
| 1Y | -21.7% | -18.3% | -3.4% | -16.0% |
| 3Y | +40.9% | -35.0% | +75.8% | +63.8% |
| 5Y | +91.0% | -48.2% | +139.1% | +142.4% |
| 10Y | +213.2% | +4.6% | +208.6% | +181.0% |
| All | +790.5% | +282.9% | +507.5% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling