-46.7%
CMCSA vs FISV
-57.7%
+11.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -5.6% | -7.2% | +1.7% | -3.8% |
| 30D | -1.9% | -7.2% | +5.3% | -0.2% |
| 3M | +6.4% | -8.2% | +14.6% | +8.3% |
| 6M | -16.9% | -17.7% | +0.8% | -13.6% |
| YTD | -6.8% | -27.2% | +20.4% | -0.7% |
| 1Y | -15.9% | -63.0% | +47.1% | +1.5% |
| 3Y | -33.4% | -59.8% | +26.3% | -27.2% |
| 5Y | -46.7% | -55.8% | +9.1% | -45.3% |
| All | -46.7% | -57.7% | +11.0% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling