+4.7%
CMCSA vs BMY
+59.8%
-55.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.9% |
| 7D | +3.2% | +2.1% | +1.1% | +2.5% |
| 30D | +19.5% | +7.0% | +12.5% | +17.2% |
| 3M | -2.4% | -0.9% | -1.5% | -2.3% |
| 6M | +3.8% | +14.9% | -11.1% | -0.6% |
| YTD | -5.4% | +22.8% | -28.2% | -11.5% |
| 1Y | +1.1% | +36.2% | -35.1% | -8.4% |
| 3Y | -27.1% | +45.7% | -72.8% | -36.7% |
| 5Y | -40.3% | +31.3% | -71.6% | -46.8% |
| All | +4.7% | +59.8% | -55.0% | -10.3% |
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