+2,120.4%
CMCSA vs BKR
+528.0%
+1,592.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.7% | +9.0% | +3.7% |
| 7D | -5.6% | -6.7% | +1.1% | -4.3% |
| 30D | -1.9% | -8.3% | +6.5% | -0.3% |
| 3M | +6.4% | -5.4% | +11.8% | +7.3% |
| 6M | -16.9% | +0.8% | -17.7% | -17.9% |
| YTD | -6.8% | +31.8% | -38.6% | -13.0% |
| 1Y | -15.9% | +28.6% | -44.5% | -21.4% |
| 3Y | -33.4% | +71.2% | -104.7% | -42.2% |
| 5Y | -46.7% | +179.2% | -225.9% | -59.3% |
| 10Y | +7.0% | +124.0% | -116.9% | -21.1% |
| All | +2,120.4% | +528.0% | +1,592.5% | +964.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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