+1.8%
CMCSA vs ALNY
-62.5%
+64.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.2% | +5.0% |
| 7D | +15.2% | -30.7% | +45.9% | +16.7% |
| 30D | +17.0% | -26.7% | +43.7% | +17.8% |
| 3M | +1.2% | -26.4% | +27.7% | +1.6% |
| 6M | -5.5% | -45.9% | +40.4% | -3.2% |
| YTD | -6.5% | -59.5% | +53.0% | -4.6% |
| 1Y | +1.8% | -62.0% | +63.8% | +5.4% |
| All | +1.8% | -62.5% | +64.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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