+2,120.4%
CMCSA vs BNY
+8,070.6%
-5,950.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -5.6% | -1.1% | -4.5% | -5.2% |
| 30D | -1.9% | +1.4% | -3.3% | -2.5% |
| 3M | +6.4% | +16.8% | -10.4% | -0.1% |
| 6M | -16.9% | +42.0% | -58.9% | -27.8% |
| YTD | -6.8% | +41.9% | -48.7% | -19.2% |
| 1Y | -15.9% | +59.2% | -75.1% | -30.4% |
| 3Y | -33.4% | +290.9% | -324.3% | -61.4% |
| 5Y | -46.7% | +259.0% | -305.7% | -68.7% |
| 10Y | +7.0% | +413.0% | -406.0% | -47.8% |
| All | +2,120.4% | +8,070.6% | -5,950.2% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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