-33.8%
CMCSA vs BAX
-34.3%
+0.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | -5.6% | -5.4% | -0.1% | -4.6% |
| 30D | -1.9% | -12.4% | +10.5% | +0.4% |
| 3M | +6.4% | +19.1% | -12.7% | +3.2% |
| 6M | -16.9% | +38.6% | -55.5% | -21.5% |
| YTD | -6.8% | +26.7% | -33.5% | -11.2% |
| 1Y | -15.9% | +1.0% | -16.9% | -17.1% |
| All | -33.8% | -34.3% | +0.6% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling