+2,121.8%
CMCSA vs BN
+15,786.9%
-13,665.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +18.8% | +13.6% | +5.2% | +13.5% |
| 3M | -1.1% | -6.7% | +5.5% | +1.1% |
| 6M | +2.5% | -9.0% | +11.5% | +5.6% |
| YTD | -6.7% | -8.8% | +2.1% | -4.9% |
| 1Y | 0.0% | -10.6% | +10.6% | +2.4% |
| 3Y | -28.9% | +98.8% | -127.7% | -46.6% |
| 5Y | -41.1% | +33.6% | -74.8% | -50.3% |
| 10Y | +4.5% | +298.3% | -293.8% | -42.0% |
| All | +2,121.8% | +15,786.9% | -13,665.1% | +559.7% |
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