-47.2%
CMCSA vs BMY
+23.1%
-70.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.9% | -4.8% | -0.1% | -3.6% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +6.6% | +13.1% | -6.5% | +3.1% |
| 6M | -15.5% | +8.4% | -23.9% | -17.5% |
| YTD | -6.7% | +22.0% | -28.6% | -11.8% |
| 1Y | -15.6% | +40.3% | -55.9% | -23.3% |
| 3Y | -33.7% | +20.5% | -54.2% | -37.8% |
| All | -47.2% | +23.1% | -70.3% | -47.7% |
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