+266.1%
CMCSA vs FFIV
+7,518.9%
-7,252.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -1.0% | -1.2% | -2.0% |
| 30D | +7.0% | -5.1% | +12.1% | +7.7% |
| 3M | +15.1% | -4.5% | +19.5% | +15.5% |
| 6M | -15.4% | +36.5% | -51.8% | -19.4% |
| YTD | -1.9% | +53.0% | -54.9% | -8.3% |
| 1Y | -12.7% | +24.2% | -36.9% | -16.2% |
| 3Y | -31.0% | +137.2% | -168.2% | -39.9% |
| 5Y | -46.1% | +91.8% | -137.9% | -51.9% |
| 10Y | +10.8% | +215.2% | -204.3% | -8.8% |
| All | +266.1% | +7,518.9% | -7,252.8% | +73.9% |
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