+239.2%
CMCSA vs EXEL
+336.4%
-97.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | +19.5% | +13.1% | +6.4% | +17.8% |
| 3M | -2.4% | +36.3% | -38.7% | -6.0% |
| 6M | +3.8% | +34.5% | -30.7% | -0.1% |
| YTD | -5.4% | +57.4% | -62.8% | -10.9% |
| 1Y | +1.1% | +62.9% | -61.8% | -5.3% |
| 3Y | -27.1% | +229.5% | -256.6% | -38.2% |
| 5Y | -40.3% | +281.2% | -321.5% | -50.7% |
| 10Y | +6.0% | +320.7% | -314.7% | -18.4% |
| All | +239.2% | +336.4% | -97.2% | +68.9% |
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