+107.8%
CMCSA vs FANG
+1,416.0%
-1,308.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.2% |
| 7D | -5.6% | +1.2% | -6.8% | -5.7% |
| 30D | -1.9% | +2.4% | -4.3% | -2.2% |
| 3M | +6.4% | +5.1% | +1.4% | +5.4% |
| 6M | -16.9% | +16.4% | -33.4% | -19.1% |
| YTD | -6.8% | +39.0% | -45.7% | -11.7% |
| 1Y | -15.9% | +50.6% | -66.5% | -21.3% |
| 3Y | -33.4% | +46.9% | -80.4% | -38.2% |
| 5Y | -46.7% | +238.2% | -284.9% | -56.8% |
| 10Y | +7.0% | +181.3% | -174.2% | -21.5% |
| All | +107.8% | +1,416.0% | -1,308.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling