+6.0%
CMCSA vs BAX
-37.2%
+43.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | -5.6% | -5.4% | -0.1% | -4.0% |
| 30D | -1.9% | -12.4% | +10.5% | +2.0% |
| 3M | +6.4% | +19.1% | -12.7% | +0.6% |
| 6M | -16.9% | +38.6% | -55.5% | -25.3% |
| YTD | -6.8% | +26.7% | -33.5% | -14.9% |
| 1Y | -15.9% | +1.0% | -16.9% | -18.0% |
| 3Y | -33.4% | -33.9% | +0.5% | -28.0% |
| 5Y | -46.7% | -67.0% | +20.3% | -24.5% |
| All | +6.0% | -37.2% | +43.1% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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