+205.9%
CMCSA vs BX
+910.6%
-704.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +3.8% | -2.3% | +6.1% | +4.4% |
| 3M | +12.3% | +18.5% | -6.2% | +6.8% |
| 6M | -15.4% | +23.7% | -39.1% | -21.1% |
| YTD | -2.5% | -10.4% | +7.9% | -1.2% |
| 1Y | -13.4% | -19.6% | +6.2% | -9.7% |
| 3Y | -30.4% | +30.8% | -61.2% | -38.2% |
| 5Y | -45.0% | +24.3% | -69.4% | -52.7% |
| 10Y | +10.2% | +679.5% | -669.3% | -44.3% |
| All | +205.9% | +910.6% | -704.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling