-41.1%
CMCSA vs BMY
+30.3%
-71.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | +18.8% | +10.0% | +8.8% | +16.0% |
| 3M | -1.1% | -1.2% | 0.0% | -0.9% |
| 6M | +2.5% | +12.8% | -10.3% | -0.8% |
| YTD | -6.7% | +20.7% | -27.4% | -11.4% |
| 1Y | 0.0% | +32.6% | -32.7% | -7.4% |
| 3Y | -28.9% | +41.8% | -70.7% | -36.3% |
| 5Y | -41.1% | +29.0% | -70.1% | -43.8% |
| All | -41.1% | +30.3% | -71.5% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling