+2,117.3%
CMCSA vs BN
+16,073.1%
-13,955.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +4.6% | +4.3% | +0.3% | +3.0% |
| 30D | +19.8% | +14.3% | +5.5% | +14.3% |
| 3M | -0.3% | -4.1% | +3.8% | +1.1% |
| 6M | +0.3% | -9.7% | +10.0% | +3.6% |
| YTD | -6.9% | -7.1% | +0.2% | -5.7% |
| 1Y | +2.6% | -7.4% | +10.0% | +3.9% |
| 3Y | -29.0% | +102.3% | -131.4% | -47.1% |
| 5Y | -42.0% | +35.9% | -77.9% | -51.3% |
| 10Y | +6.4% | +289.2% | -282.7% | -40.5% |
| All | +2,117.3% | +16,073.1% | -13,955.8% | +554.3% |
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