-55.4%
BSX vs CMCSA
-12.9%
-42.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +2.0% | -2.1% | +4.2% | +2.4% |
| 30D | +0.1% | +7.0% | -6.9% | -1.0% |
| 3M | -2.1% | +15.1% | -17.2% | -4.4% |
| 6M | -33.8% | -15.4% | -18.5% | -33.1% |
| YTD | -49.9% | -1.9% | -48.0% | -50.1% |
| 1Y | -55.4% | -12.7% | -42.7% | -53.5% |
| All | -55.4% | -12.9% | -42.5% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling