-46.7%
CMCSA vs BNS
+92.5%
-139.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -5.6% | -2.2% | -3.4% | -4.7% |
| 30D | -1.9% | +4.5% | -6.4% | -3.8% |
| 3M | +6.4% | +14.9% | -8.5% | 0.0% |
| 6M | -16.9% | +32.5% | -49.4% | -26.9% |
| YTD | -6.8% | +28.6% | -35.4% | -17.0% |
| 1Y | -15.9% | +48.4% | -64.3% | -30.0% |
| 3Y | -33.4% | +130.8% | -164.2% | -56.0% |
| 5Y | -46.7% | +94.8% | -141.5% | -63.9% |
| All | -46.7% | +92.5% | -139.2% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling