-47.2%
CMCSA vs DHR
-30.1%
-17.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.9% | -3.6% | -1.2% | -4.1% |
| 30D | -1.1% | -2.7% | +1.7% | -0.5% |
| 3M | +6.6% | +10.9% | -4.4% | +3.6% |
| 6M | -15.5% | +3.0% | -18.5% | -16.6% |
| YTD | -6.7% | -12.2% | +5.5% | -4.2% |
| 1Y | -15.6% | +3.3% | -18.9% | -17.1% |
| 3Y | -33.7% | -8.2% | -25.5% | -34.5% |
| All | -47.2% | -30.1% | -17.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 5y: compounded portfolio wealth divided by compounded DHR 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…
5y analysis · Full analysis span regression · 6 months rolling