-18.4%
CMCSA vs BIYA
-99.8%
+81.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +2.7% | -2.6% | +0.1% |
| 30D | +3.8% | -18.7% | +22.5% | +3.9% |
| 3M | +12.3% | -72.0% | +84.4% | +12.2% |
| 6M | -15.4% | -86.4% | +71.0% | -15.5% |
| YTD | -2.5% | -94.2% | +91.7% | -3.1% |
| 1Y | -13.4% | -98.4% | +85.1% | -13.4% |
| All | -18.4% | -99.8% | +81.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling