-48.2%
CMCSA vs EXEL
+194.6%
-242.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.8% | -6.7% |
| 7D | -8.3% | -0.3% | -7.9% | -8.3% |
| 30D | -2.4% | +10.1% | -12.6% | -3.6% |
| 3M | +4.5% | +10.1% | -5.6% | +3.0% |
| 6M | -18.8% | +37.7% | -56.4% | -22.6% |
| YTD | -8.9% | +33.1% | -42.0% | -12.9% |
| 1Y | -18.3% | +52.4% | -70.7% | -23.7% |
| 3Y | -35.0% | +163.8% | -198.8% | -46.0% |
| 5Y | -48.2% | +198.5% | -246.7% | -60.0% |
| All | -48.2% | +194.6% | -242.7% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling