+6.1%
CMCSA vs BNS
+188.9%
-182.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | -1.1% | +3.5% | -4.5% | -2.8% |
| 3M | +6.6% | +14.1% | -7.5% | -0.2% |
| 6M | -15.5% | +33.8% | -49.2% | -26.8% |
| YTD | -6.7% | +29.5% | -36.1% | -18.1% |
| 1Y | -15.6% | +48.4% | -64.0% | -30.7% |
| 3Y | -33.7% | +129.6% | -163.3% | -56.7% |
| 5Y | -46.6% | +96.1% | -142.7% | -62.7% |
| All | +6.1% | +188.9% | -182.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling