+251.7%
CMCSA vs EXEL
+273.2%
-21.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +8.4% | -10.5% | -3.0% |
| 30D | +7.0% | +4.1% | +3.0% | +6.4% |
| 3M | +15.1% | +12.4% | +2.7% | +13.3% |
| 6M | -15.4% | +41.5% | -56.9% | -19.1% |
| YTD | -1.9% | +34.6% | -36.5% | -5.8% |
| 1Y | -12.7% | +57.9% | -70.6% | -18.0% |
| 3Y | -31.0% | +159.5% | -190.5% | -39.9% |
| 5Y | -46.1% | +198.5% | -244.6% | -54.2% |
| 10Y | +10.8% | +411.4% | -400.5% | -17.1% |
| All | +251.7% | +273.2% | -21.5% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling