+1,352.9%
CMCSA vs DGX
+8,631.6%
-7,278.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | -5.6% | -3.5% | -2.1% | -4.6% |
| 30D | -1.9% | -2.7% | +0.8% | -1.1% |
| 3M | +6.4% | +13.9% | -7.5% | +2.2% |
| 6M | -16.9% | +16.0% | -33.0% | -20.7% |
| YTD | -6.8% | +34.9% | -41.7% | -15.1% |
| 1Y | -15.9% | +30.6% | -46.5% | -22.8% |
| 3Y | -33.4% | +93.0% | -126.4% | -46.2% |
| 5Y | -46.7% | +64.4% | -111.1% | -55.3% |
| 10Y | +7.0% | +248.1% | -241.1% | -29.6% |
| All | +1,352.9% | +8,631.6% | -7,278.7% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling