+6.1%
CMCSA vs FISV
+3.1%
+2.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -1.7% |
| 7D | -4.9% | -2.7% | -2.2% | -4.0% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +6.6% | -2.8% | +9.4% | +7.1% |
| 6M | -15.5% | -11.8% | -3.6% | -12.8% |
| YTD | -6.7% | -23.2% | +16.5% | +0.2% |
| 1Y | -15.6% | -62.0% | +46.4% | +9.2% |
| 3Y | -33.7% | -57.6% | +23.9% | -23.0% |
| 5Y | -46.6% | -53.4% | +6.8% | -42.2% |
| All | +6.1% | +3.1% | +2.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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