+11.0%
CMCSA vs FICO
+512.2%
-501.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +5.0% | -0.9% | +6.0% | +5.2% |
| 30D | +16.5% | +3.3% | +13.1% | +15.3% |
| 3M | -1.6% | -31.7% | +30.1% | +4.3% |
| 6M | -5.0% | -34.0% | +28.9% | +0.7% |
| YTD | -8.3% | -58.3% | +50.1% | +6.6% |
| 1Y | +0.4% | -57.9% | +58.3% | +16.2% |
| 3Y | -31.0% | -24.1% | -6.9% | -35.4% |
| 5Y | -42.5% | +85.3% | -127.9% | -60.6% |
| All | +11.0% | +512.2% | -501.2% | -47.9% |
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