+1.8%
CMCSA vs BX
-8.3%
+10.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.2% | -1.3% | +4.1% |
| 7D | +15.2% | +8.3% | +6.9% | +14.0% |
| 30D | +17.0% | +13.5% | +3.5% | +15.0% |
| 3M | +1.2% | -7.6% | +8.8% | +1.5% |
| 6M | -5.5% | +4.0% | -9.5% | -5.9% |
| YTD | -6.5% | -15.2% | +8.6% | -7.2% |
| 1Y | +1.8% | -8.5% | +10.3% | -1.7% |
| All | +1.8% | -8.3% | +10.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling