+2,117.3%
CMCSA vs EMR
+4,438.6%
-2,321.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | +4.6% | +0.7% | +3.9% | +4.1% |
| 30D | +19.8% | +3.5% | +16.3% | +17.6% |
| 3M | -0.3% | +5.9% | -6.2% | -3.4% |
| 6M | +0.3% | +19.4% | -19.1% | -9.0% |
| YTD | -6.9% | +27.7% | -34.6% | -19.4% |
| 1Y | +2.6% | +30.9% | -28.3% | -12.4% |
| 3Y | -29.0% | +104.2% | -133.2% | -52.7% |
| 5Y | -42.0% | +89.6% | -131.6% | -60.7% |
| 10Y | +6.4% | +280.0% | -273.6% | -52.6% |
| All | +2,117.3% | +4,438.6% | -2,321.3% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling