-12.7%
CMCSA vs FICO
-39.1%
+26.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +0.6% |
| 7D | -2.1% | -19.2% | +17.1% | -0.7% |
| 30D | +7.0% | -14.6% | +21.6% | +8.0% |
| 3M | +15.1% | -20.1% | +35.2% | +17.2% |
| 6M | -15.4% | -36.3% | +21.0% | -13.4% |
| YTD | -1.9% | -44.9% | +43.0% | +0.5% |
| 1Y | -12.7% | -38.6% | +25.9% | -10.2% |
| All | -12.7% | -39.1% | +26.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling