+4.7%
CMCSA vs FICO
+527.0%
-522.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.2% | +2.2% | +0.9% | +2.7% |
| 30D | +19.5% | +0.1% | +19.4% | +19.3% |
| 3M | -2.4% | -35.2% | +32.8% | +4.7% |
| 6M | +3.8% | -32.4% | +36.2% | +9.7% |
| YTD | -5.4% | -57.4% | +52.0% | +9.5% |
| 1Y | +1.1% | -58.5% | +59.7% | +17.6% |
| 3Y | -27.1% | -28.9% | +1.7% | -30.3% |
| 5Y | -40.3% | +91.7% | -132.0% | -59.4% |
| All | +4.7% | +527.0% | -522.3% | -53.8% |
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