+2,154.1%
CMCSA vs BMY
+1,705.2%
+448.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | +3.2% | +2.1% | +1.1% | +2.4% |
| 30D | +19.5% | +7.0% | +12.5% | +16.7% |
| 3M | -2.4% | -0.9% | -1.5% | -2.2% |
| 6M | +3.8% | +14.9% | -11.1% | -1.7% |
| YTD | -5.4% | +22.8% | -28.2% | -13.0% |
| 1Y | +1.1% | +36.2% | -35.1% | -10.7% |
| 3Y | -27.1% | +45.7% | -72.8% | -38.8% |
| 5Y | -40.3% | +31.3% | -71.6% | -48.5% |
| 10Y | +6.0% | +60.6% | -54.6% | -18.5% |
| All | +2,154.1% | +1,705.2% | +448.9% | +334.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling