+315.2%
CMCSA vs BB
+258.8%
+56.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -5.6% | +3.5% | -1.5% |
| 30D | +7.0% | -11.8% | +18.8% | +8.3% |
| 3M | +15.1% | -25.5% | +40.6% | +17.7% |
| 6M | -15.4% | +121.3% | -136.6% | -23.7% |
| YTD | -1.9% | +103.2% | -105.1% | -10.8% |
| 1Y | -12.7% | +102.6% | -115.3% | -20.9% |
| 3Y | -31.0% | +37.5% | -68.5% | -37.2% |
| 5Y | -46.1% | -30.4% | -15.7% | -48.4% |
| 10Y | +10.8% | 0.0% | +10.8% | -10.3% |
| All | +315.2% | +258.8% | +56.3% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling