-33.8%
CMCSA vs FISV
-59.8%
+26.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -5.6% | -7.2% | +1.7% | -4.3% |
| 30D | -1.9% | -7.2% | +5.3% | -0.6% |
| 3M | +6.4% | -8.2% | +14.6% | +7.9% |
| 6M | -16.9% | -17.7% | +0.8% | -14.5% |
| YTD | -6.8% | -27.2% | +20.4% | -2.5% |
| 1Y | -15.9% | -63.0% | +47.1% | -4.5% |
| All | -33.8% | -59.8% | +26.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling