+238.6%
CMCSA vs BLK
+12,905.6%
-12,666.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -5.8% |
| 7D | -8.3% | -2.7% | -5.6% | -7.3% |
| 30D | -2.4% | -4.8% | +2.3% | -0.6% |
| 3M | +4.5% | +6.5% | -2.0% | +1.9% |
| 6M | -18.8% | +13.1% | -31.9% | -22.9% |
| YTD | -8.9% | +1.8% | -10.7% | -10.6% |
| 1Y | -18.3% | -1.0% | -17.3% | -19.1% |
| 3Y | -35.0% | +66.0% | -100.9% | -47.6% |
| 5Y | -48.2% | +31.2% | -79.4% | -55.3% |
| 10Y | +4.6% | +278.5% | -274.0% | -40.6% |
| All | +238.6% | +12,905.6% | -12,666.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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