+2,236.9%
CMCSA vs BAX
+900.4%
+1,336.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | +7.0% | -5.5% | +12.5% | +8.9% |
| 3M | +15.1% | +33.5% | -18.4% | +4.6% |
| 6M | -15.4% | +35.9% | -51.2% | -24.0% |
| YTD | -1.9% | +35.4% | -37.3% | -12.7% |
| 1Y | -12.7% | +9.8% | -22.5% | -17.5% |
| 3Y | -31.0% | -32.7% | +1.7% | -26.4% |
| 5Y | -46.1% | -65.6% | +19.5% | -29.2% |
| 10Y | +10.8% | -34.9% | +45.8% | +15.9% |
| All | +2,236.9% | +900.4% | +1,336.4% | +688.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling