-45.0%
CMCSA vs EMR
+62.8%
-107.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.1% | +3.1% | -2.9% | -0.8% |
| 30D | +3.8% | -3.5% | +7.4% | +4.8% |
| 3M | +12.3% | +9.8% | +2.6% | +8.6% |
| 6M | -15.4% | +10.8% | -26.2% | -18.8% |
| YTD | -2.5% | +15.9% | -18.4% | -8.6% |
| 1Y | -13.4% | +16.4% | -29.8% | -19.3% |
| 3Y | -30.4% | +62.1% | -92.5% | -44.0% |
| 5Y | -45.0% | +62.9% | -107.9% | -56.7% |
| All | -45.0% | +62.8% | -107.8% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling