+2,236.9%
CMCSA vs BN
+15,251.3%
-13,014.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | +7.0% | -9.5% | +16.5% | +10.8% |
| 3M | +15.1% | -10.4% | +25.5% | +19.4% |
| 6M | -15.4% | -6.4% | -9.0% | -14.0% |
| YTD | -1.9% | -11.9% | +10.0% | +1.3% |
| 1Y | -12.7% | -8.6% | -4.1% | -11.3% |
| 3Y | -31.0% | +77.6% | -108.6% | -46.3% |
| 5Y | -46.1% | +37.0% | -83.1% | -54.9% |
| 10Y | +10.8% | +266.4% | -255.5% | -36.7% |
| All | +2,236.9% | +15,251.3% | -13,014.4% | +602.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling