+2,135.2%
CMCSA vs FICO
+78,963.7%
-76,828.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | +12.0% | -0.3% | +12.3% | +12.0% |
| 30D | +17.5% | +1.7% | +15.8% | +16.9% |
| 3M | +2.4% | -35.2% | +37.6% | +8.2% |
| 6M | -2.9% | -33.7% | +30.7% | +1.7% |
| YTD | -6.2% | -58.2% | +52.0% | +5.1% |
| 1Y | +0.4% | -56.6% | +57.0% | +11.5% |
| 3Y | -30.6% | -24.0% | -6.6% | -31.9% |
| 5Y | -41.2% | +86.1% | -127.3% | -51.7% |
| 10Y | +15.2% | +522.8% | -507.6% | -23.8% |
| All | +2,135.2% | +78,963.7% | -76,828.5% | +907.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling