-47.2%
CMCSA vs FANG
+232.6%
-279.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.9% | +2.9% | -7.8% | -5.2% |
| 30D | -1.1% | +2.6% | -3.7% | -1.4% |
| 3M | +6.6% | +7.6% | -1.0% | +5.3% |
| 6M | -15.5% | +17.3% | -32.8% | -17.9% |
| YTD | -6.7% | +38.7% | -45.4% | -11.8% |
| 1Y | -15.6% | +51.6% | -67.2% | -21.5% |
| 3Y | -33.7% | +50.0% | -83.6% | -39.0% |
| All | -47.2% | +232.6% | -279.8% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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