+308.7%
CMCSA vs BIDU
+1,407.1%
-1,098.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.2% |
| 7D | -2.1% | +2.4% | -4.5% | -2.5% |
| 30D | +7.0% | -10.5% | +17.5% | +8.6% |
| 3M | +15.1% | -26.2% | +41.3% | +20.0% |
| 6M | -15.4% | -16.4% | +1.0% | -14.0% |
| YTD | -1.9% | -23.9% | +22.0% | +0.7% |
| 1Y | -12.7% | +1.3% | -14.0% | -15.3% |
| 3Y | -31.0% | -32.1% | +1.1% | -30.3% |
| 5Y | -46.1% | -39.0% | -7.1% | -47.6% |
| 10Y | +10.8% | -44.0% | +54.9% | +1.7% |
| All | +308.7% | +1,407.1% | -1,098.4% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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