-42.1%
CMCSA vs FICO
+81.4%
-123.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +18.6% | +8.4% | +10.2% | +17.2% |
| 3M | -1.8% | -30.5% | +28.7% | +1.8% |
| 6M | -0.7% | -35.7% | +35.1% | +3.9% |
| YTD | -7.8% | -57.2% | +49.4% | +1.7% |
| 1Y | +0.7% | -58.4% | +59.1% | +11.6% |
| 3Y | -28.0% | -24.8% | -3.1% | -31.1% |
| 5Y | -42.1% | +79.3% | -121.4% | -55.7% |
| All | -42.1% | +81.4% | -123.5% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling