+2,222.8%
CMCSA vs BDX
+5,185.2%
-2,962.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.4% |
| 7D | +0.1% | -4.3% | +4.4% | +1.6% |
| 30D | +3.8% | +1.3% | +2.6% | +3.4% |
| 3M | +12.3% | +20.2% | -7.9% | +5.5% |
| 6M | -15.4% | +8.6% | -24.0% | -17.9% |
| YTD | -2.5% | +19.0% | -21.5% | -8.4% |
| 1Y | -13.4% | +21.2% | -34.5% | -19.2% |
| 3Y | -30.4% | -9.7% | -20.6% | -29.6% |
| 5Y | -45.0% | -3.4% | -41.6% | -45.9% |
| 10Y | +10.2% | +53.9% | -43.7% | -9.9% |
| All | +2,222.8% | +5,185.2% | -2,962.4% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling