+6.0%
CMCSA vs EXEL
+386.3%
-380.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -5.6% | -2.9% | -2.7% | -5.2% |
| 30D | -1.9% | +11.9% | -13.8% | -3.3% |
| 3M | +6.4% | +9.2% | -2.8% | +5.0% |
| 6M | -16.9% | +39.1% | -56.0% | -20.8% |
| YTD | -6.8% | +31.0% | -37.8% | -10.5% |
| 1Y | -15.9% | +52.3% | -68.2% | -21.1% |
| 3Y | -33.4% | +159.7% | -193.2% | -42.9% |
| 5Y | -46.7% | +187.7% | -234.4% | -55.4% |
| All | +6.0% | +386.3% | -380.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling