+2,121.8%
CMCSA vs BAX
+897.0%
+1,224.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +18.8% | +3.4% | +15.4% | +17.1% |
| 3M | -1.1% | -4.5% | +3.3% | -0.1% |
| 6M | +2.5% | +44.0% | -41.5% | -9.6% |
| YTD | -6.7% | +34.9% | -41.6% | -17.3% |
| 1Y | 0.0% | +37.9% | -38.0% | -12.1% |
| 3Y | -28.9% | -17.1% | -11.8% | -29.3% |
| 5Y | -41.1% | -64.3% | +23.1% | -24.0% |
| 10Y | +4.5% | -35.9% | +40.4% | +9.4% |
| All | +2,121.8% | +897.0% | +1,224.8% | +647.3% |
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 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