-45.0%
CMCSA vs FFIV
+92.2%
-137.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.1% | -1.5% | +1.7% | +0.5% |
| 30D | +3.8% | -2.7% | +6.5% | +4.3% |
| 3M | +12.3% | -1.7% | +14.0% | +12.2% |
| 6M | -15.4% | +36.1% | -51.5% | -23.0% |
| YTD | -2.5% | +52.6% | -55.1% | -14.7% |
| 1Y | -13.4% | +21.5% | -34.9% | -19.2% |
| 3Y | -30.4% | +142.7% | -173.0% | -49.8% |
| 5Y | -45.0% | +92.6% | -137.6% | -59.0% |
| All | -45.0% | +92.2% | -137.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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