-21.9%
CMCSA vs BIYA
-99.8%
+77.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.1% |
| 7D | -4.9% | -1.8% | -3.1% | -4.9% |
| 30D | -1.1% | -17.5% | +16.4% | -1.0% |
| 3M | +6.6% | -78.0% | +84.6% | +6.4% |
| 6M | -15.5% | -89.5% | +74.0% | -15.7% |
| YTD | -6.7% | -94.3% | +87.6% | -7.3% |
| 1Y | -15.6% | -98.6% | +83.0% | -15.5% |
| All | -21.9% | -99.8% | +77.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling