+4.1%
CMCSA vs FICO
+534.5%
-530.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.7% | +4.0% | -3.3% | -0.1% |
| 30D | +21.0% | -1.5% | +22.5% | +21.1% |
| 3M | -0.9% | -29.8% | +28.9% | +4.5% |
| 6M | +2.9% | -33.3% | +36.2% | +9.0% |
| YTD | -5.9% | -56.9% | +51.0% | +8.6% |
| 1Y | +2.5% | -59.5% | +61.9% | +19.9% |
| 3Y | -28.3% | -26.9% | -1.4% | -31.9% |
| 5Y | -40.8% | +92.9% | -133.7% | -59.8% |
| All | +4.1% | +534.5% | -530.4% | -54.2% |
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 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