-47.2%
CMCSA vs BDX
-2.2%
-45.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | -1.1% | -2.5% | +1.5% | -0.2% |
| 3M | +6.6% | +21.4% | -14.8% | -0.8% |
| 6M | -15.5% | +10.4% | -25.9% | -18.7% |
| YTD | -6.7% | +18.8% | -25.5% | -12.9% |
| 1Y | -15.6% | +21.7% | -37.3% | -22.1% |
| 3Y | -33.7% | -10.0% | -23.7% | -31.6% |
| All | -47.2% | -2.2% | -45.0% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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