+247.4%
CMCSA vs FFIV
+6,091.4%
-5,844.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | -4.2% | +8.7% | +5.1% |
| 30D | +19.8% | -33.9% | +53.7% | +26.1% |
| 3M | -0.3% | -22.6% | +22.3% | +2.5% |
| 6M | +0.3% | -10.4% | +10.7% | +0.8% |
| YTD | -6.9% | +24.3% | -31.2% | -11.1% |
| 1Y | +2.6% | +31.8% | -29.2% | -2.9% |
| 3Y | -29.0% | +99.5% | -128.5% | -37.1% |
| 5Y | -42.0% | +40.7% | -82.7% | -46.4% |
| 10Y | +6.4% | +126.9% | -120.5% | -9.0% |
| All | +247.4% | +6,091.4% | -5,844.0% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling