+335.0%
CMCSA vs FN
+2,887.5%
-2,552.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -3.3% |
| 7D | +5.0% | 0.0% | +5.1% | +4.7% |
| 30D | +16.5% | -34.3% | +50.8% | +20.3% |
| 3M | -1.6% | -39.9% | +38.3% | +1.9% |
| 6M | -5.0% | -51.8% | +46.8% | -0.5% |
| YTD | -8.3% | -28.1% | +19.9% | -9.4% |
| 1Y | +0.4% | -29.1% | +29.5% | -1.1% |
| 3Y | -31.0% | +102.4% | -133.4% | -42.9% |
| 5Y | -42.5% | +171.7% | -214.2% | -55.3% |
| 10Y | +12.6% | +773.5% | -760.9% | -26.2% |
| All | +335.0% | +2,887.5% | -2,552.5% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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