+10.5%
CMCSA vs FICO
+605.7%
-595.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +3.0% |
| 7D | -2.1% | -19.2% | +17.1% | +2.1% |
| 30D | +7.0% | -14.6% | +21.6% | +10.1% |
| 3M | +15.1% | -20.1% | +35.2% | +19.6% |
| 6M | -15.4% | -36.3% | +21.0% | -8.4% |
| YTD | -1.9% | -44.9% | +43.0% | +9.4% |
| 1Y | -12.7% | -38.6% | +25.9% | -6.3% |
| 3Y | -31.0% | +4.0% | -35.0% | -38.9% |
| 5Y | -46.1% | +99.5% | -145.6% | -62.1% |
| All | +10.5% | +605.7% | -595.2% | -49.5% |
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