-33.7%
CMCSA vs DGX
+96.4%
-130.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -4.9% | -0.9% | -4.0% | -4.8% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +6.6% | +15.8% | -9.2% | +4.5% |
| 6M | -15.5% | +18.2% | -33.6% | -17.4% |
| YTD | -6.7% | +37.2% | -43.9% | -10.7% |
| 1Y | -15.6% | +30.4% | -45.9% | -18.7% |
| 3Y | -33.7% | +96.7% | -130.4% | -36.5% |
| All | -33.7% | +96.4% | -130.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling