+81.0%
BSX vs CMCSA
+7.4%
+73.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -4.9% | -5.2% | -8.6% |
| 30D | -16.4% | -1.1% | -15.4% | -16.3% |
| 3M | -8.9% | +6.6% | -15.4% | -11.4% |
| 6M | -38.3% | -15.5% | -22.8% | -35.1% |
| YTD | -54.9% | -6.7% | -48.2% | -54.6% |
| 1Y | -58.8% | -15.6% | -43.2% | -57.0% |
| 3Y | -21.2% | -33.7% | +12.5% | -11.8% |
| 5Y | -3.3% | -46.6% | +43.3% | +17.0% |
| All | +81.0% | +7.4% | +73.6% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling