+311.2%
CMCSA vs ALNY
+4,129.5%
-3,818.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -3.5% | -4.8% | -7.9% |
| 30D | -2.4% | +18.9% | -21.3% | -4.4% |
| 3M | +4.5% | -13.3% | +17.8% | +5.5% |
| 6M | -18.8% | -20.3% | +1.5% | -17.3% |
| YTD | -8.9% | -35.1% | +26.2% | -5.2% |
| 1Y | -18.3% | -46.5% | +28.2% | -13.1% |
| 3Y | -35.0% | +28.1% | -63.0% | -39.1% |
| 5Y | -48.2% | +36.1% | -84.2% | -53.2% |
| 10Y | +4.6% | +269.7% | -265.1% | -24.5% |
| All | +311.2% | +4,129.5% | -3,818.4% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling