+950.6%
BSX vs CMCSA
+2,428.8%
-1,478.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -6.4% | +0.1% | -6.6% | -6.5% |
| 30D | -8.8% | +3.8% | -12.6% | -9.7% |
| 3M | -7.6% | +12.3% | -20.0% | -10.7% |
| 6M | -37.0% | -15.4% | -21.6% | -34.5% |
| YTD | -52.8% | -2.5% | -50.3% | -53.0% |
| 1Y | -58.4% | -13.4% | -45.0% | -57.3% |
| 3Y | -16.5% | -30.4% | +13.9% | -10.5% |
| 5Y | -1.2% | -45.0% | +43.9% | +11.6% |
| 10Y | +83.7% | +10.2% | +73.6% | +70.7% |
| All | +950.6% | +2,428.8% | -1,478.2% | +346.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling