+377.9%
CMCSA vs BNS
+1,476.3%
-1,098.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +0.1% | +1.8% | -1.7% | -0.8% |
| 30D | +3.8% | +4.5% | -0.7% | +1.2% |
| 3M | +12.3% | +15.8% | -3.5% | +3.5% |
| 6M | -15.4% | +31.5% | -46.9% | -27.3% |
| YTD | -2.5% | +28.6% | -31.1% | -15.4% |
| 1Y | -13.4% | +48.2% | -61.6% | -30.4% |
| 3Y | -30.4% | +130.8% | -161.2% | -56.4% |
| 5Y | -45.0% | +94.9% | -139.9% | -62.8% |
| 10Y | +10.2% | +179.6% | -169.4% | -41.0% |
| All | +377.9% | +1,476.3% | -1,098.4% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling