+308.2%
CMCSA vs BLDR
+389.5%
-81.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +3.8% | -16.2% | +20.0% | +6.4% |
| 3M | +12.3% | -14.4% | +26.7% | +14.2% |
| 6M | -15.4% | -32.8% | +17.4% | -11.2% |
| YTD | -2.5% | -39.2% | +36.7% | +3.4% |
| 1Y | -13.4% | -57.7% | +44.3% | -3.4% |
| 3Y | -30.4% | -55.3% | +24.9% | -25.1% |
| 5Y | -45.0% | +15.6% | -60.6% | -49.5% |
| 10Y | +10.2% | +359.8% | -349.6% | -21.7% |
| All | +308.2% | +389.5% | -81.3% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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