-48.2%
CMCSA vs BN
+33.2%
-81.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.0% |
| 7D | -8.3% | -3.0% | -5.3% | -7.4% |
| 30D | -2.4% | -13.0% | +10.6% | +1.7% |
| 3M | +4.5% | -15.2% | +19.7% | +9.7% |
| 6M | -18.8% | -5.9% | -12.8% | -17.7% |
| YTD | -8.9% | -15.8% | +6.8% | -5.0% |
| 1Y | -18.3% | -12.2% | -6.1% | -16.3% |
| 3Y | -35.0% | +72.2% | -107.2% | -48.7% |
| 5Y | -48.2% | +33.2% | -81.4% | -56.8% |
| All | -48.2% | +33.2% | -81.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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