-41.1%
CMCSA vs BB
-14.0%
-27.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | -0.6% | +9.0% | -9.6% | -1.3% |
| 30D | +18.8% | +7.7% | +11.1% | +17.6% |
| 3M | -1.1% | +4.0% | -5.1% | -2.0% |
| 6M | +2.5% | +46.6% | -44.1% | -3.0% |
| YTD | -6.7% | +140.6% | -147.4% | -16.6% |
| 1Y | 0.0% | +103.1% | -103.2% | -9.1% |
| 3Y | -28.9% | +150.5% | -179.4% | -39.0% |
| 5Y | -41.1% | -15.4% | -25.7% | -42.1% |
| All | -41.1% | -14.0% | -27.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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