-48.2%
CMCSA vs BAX
-67.6%
+19.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.2% |
| 7D | -8.3% | -5.1% | -3.2% | -7.1% |
| 30D | -2.4% | -12.2% | +9.7% | +0.6% |
| 3M | +4.5% | +21.8% | -17.3% | -0.4% |
| 6M | -18.8% | +36.3% | -55.1% | -24.8% |
| YTD | -8.9% | +27.8% | -36.7% | -15.2% |
| 1Y | -18.3% | -0.1% | -18.2% | -19.5% |
| 3Y | -35.0% | -33.3% | -1.6% | -30.4% |
| 5Y | -48.2% | -67.1% | +18.9% | -28.3% |
| All | -48.2% | -67.6% | +19.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling