+3.2%
CMCSA vs FICO
+524.6%
-521.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +18.8% | -0.8% | +19.6% | +18.7% |
| 3M | -1.1% | -31.3% | +30.2% | +4.7% |
| 6M | +2.5% | -33.9% | +36.5% | +8.8% |
| YTD | -6.7% | -57.6% | +50.8% | +8.0% |
| 1Y | 0.0% | -59.7% | +59.6% | +17.0% |
| 3Y | -28.9% | -28.0% | -0.9% | -32.3% |
| 5Y | -41.1% | +91.0% | -132.1% | -59.9% |
| All | +3.2% | +524.6% | -521.3% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling