+390.5%
CMCSA vs FERG
+1,335.0%
-944.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.1% | +3.4% | -3.3% | -0.2% |
| 30D | +3.8% | -11.5% | +15.3% | +4.9% |
| 3M | +12.3% | +1.3% | +11.1% | +12.1% |
| 6M | -15.4% | -1.0% | -14.4% | -15.5% |
| YTD | -2.5% | +3.2% | -5.7% | -3.0% |
| 1Y | -13.4% | -3.0% | -10.4% | -13.4% |
| 3Y | -30.4% | +55.0% | -85.4% | -33.4% |
| 5Y | -45.0% | +72.6% | -117.7% | -48.2% |
| 10Y | +10.2% | +358.9% | -348.8% | +0.3% |
| All | +390.5% | +1,335.0% | -944.5% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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