+365.2%
CMCSA vs FN
+3,620.5%
-3,255.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.9% |
| 7D | -2.1% | -1.7% | -0.4% | -2.0% |
| 30D | +7.0% | -22.0% | +29.0% | +9.1% |
| 3M | +15.1% | -43.0% | +58.1% | +20.3% |
| 6M | -15.4% | -27.7% | +12.4% | -14.7% |
| YTD | -1.9% | -10.5% | +8.6% | -4.2% |
| 1Y | -12.7% | +12.5% | -25.2% | -17.6% |
| 3Y | -31.0% | +153.8% | -184.8% | -43.7% |
| 5Y | -46.1% | +288.0% | -334.1% | -59.3% |
| 10Y | +10.8% | +906.4% | -895.6% | -27.7% |
| All | +365.2% | +3,620.5% | -3,255.4% | +174.3% |
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