+2,236.9%
CMCSA vs EMR
+4,039.8%
-1,802.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | +7.0% | -5.6% | +12.7% | +9.7% |
| 3M | +15.1% | +7.9% | +7.2% | +10.0% |
| 6M | -15.4% | +6.0% | -21.4% | -19.1% |
| YTD | -1.9% | +16.4% | -18.3% | -11.0% |
| 1Y | -12.7% | +16.6% | -29.3% | -21.3% |
| 3Y | -31.0% | +62.9% | -93.9% | -48.6% |
| 5Y | -46.1% | +60.1% | -106.2% | -60.3% |
| 10Y | +10.8% | +268.8% | -257.9% | -49.9% |
| All | +2,236.9% | +4,039.8% | -1,802.9% | +106.0% |
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