+237.3%
CMCSA vs EXEL
+347.1%
-109.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.7% | -2.8% | +3.5% | +1.0% |
| 30D | +21.0% | +18.2% | +2.8% | +18.6% |
| 3M | -0.9% | +37.7% | -38.7% | -4.7% |
| 6M | +2.9% | +42.2% | -39.3% | -1.7% |
| YTD | -5.9% | +61.3% | -67.2% | -11.7% |
| 1Y | +2.5% | +64.5% | -62.0% | -4.1% |
| 3Y | -28.3% | +236.7% | -264.9% | -39.3% |
| 5Y | -40.8% | +296.3% | -337.1% | -51.3% |
| 10Y | +5.4% | +331.1% | -325.7% | -19.1% |
| All | +237.3% | +347.1% | -109.8% | +67.5% |
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