+1,016.5%
BSX vs CMCSA
+2,444.2%
-1,427.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | -2.1% | +4.2% | +2.6% |
| 30D | +0.1% | +7.0% | -6.9% | -1.7% |
| 3M | -2.1% | +15.1% | -17.2% | -6.0% |
| 6M | -33.8% | -15.4% | -18.5% | -31.2% |
| YTD | -49.9% | -1.9% | -48.0% | -50.1% |
| 1Y | -55.4% | -12.7% | -42.7% | -54.3% |
| 3Y | -10.9% | -31.0% | +20.2% | -4.2% |
| 5Y | +6.4% | -46.1% | +52.5% | +20.7% |
| 10Y | +97.0% | +10.8% | +86.2% | +82.7% |
| All | +1,016.5% | +2,444.2% | -1,427.7% | +373.9% |
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