+2,069.3%
CMCSA vs FISV
+10,091.3%
-8,022.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.3% | -2.3% | -5.0% |
| 7D | -8.3% | -6.4% | -1.9% | -6.0% |
| 30D | -2.4% | -6.8% | +4.4% | 0.0% |
| 3M | +4.5% | -10.0% | +14.5% | +8.0% |
| 6M | -18.8% | -20.6% | +1.9% | -12.7% |
| YTD | -8.9% | -27.6% | +18.6% | +0.5% |
| 1Y | -18.3% | -64.3% | +46.0% | +9.9% |
| 3Y | -35.0% | -60.0% | +25.0% | -19.1% |
| 5Y | -48.2% | -57.7% | +9.5% | -38.0% |
| 10Y | +4.6% | -3.0% | +7.5% | -10.9% |
| All | +2,069.3% | +10,091.3% | -8,022.1% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling