+6.0%
CMCSA vs BMY
+64.0%
-58.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -5.6% | -6.4% | +0.8% | -3.8% |
| 30D | -1.9% | +0.2% | -2.1% | -2.0% |
| 3M | +6.4% | +16.0% | -9.5% | +1.9% |
| 6M | -16.9% | +8.3% | -25.3% | -19.1% |
| YTD | -6.8% | +22.2% | -29.0% | -12.4% |
| 1Y | -15.9% | +41.7% | -57.6% | -24.5% |
| 3Y | -33.4% | +20.7% | -54.1% | -38.3% |
| 5Y | -46.7% | +23.9% | -70.6% | -51.4% |
| All | +6.0% | +64.0% | -58.0% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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