-18.3%
CMCSA vs EMR
+15.1%
-33.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.5% |
| 7D | -8.3% | +0.9% | -9.2% | -8.3% |
| 30D | -2.4% | -5.0% | +2.5% | -2.2% |
| 3M | +4.5% | +5.9% | -1.4% | +4.0% |
| 6M | -18.8% | +7.3% | -26.1% | -19.2% |
| YTD | -8.9% | +14.6% | -23.5% | -10.4% |
| 1Y | -18.3% | +15.6% | -33.9% | -20.9% |
| All | -18.3% | +15.1% | -33.4% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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