-27.1%
CMCSA vs IBB
+86.1%
-113.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +19.5% | +4.6% | +15.0% | +17.9% |
| 3M | -2.4% | +6.8% | -9.2% | -4.6% |
| 6M | +3.8% | +23.1% | -19.3% | -3.2% |
| YTD | -5.4% | +26.0% | -31.4% | -12.9% |
| 1Y | +1.1% | +30.4% | -29.3% | -8.3% |
| 3Y | -27.1% | +85.4% | -112.6% | -46.6% |
| All | -27.1% | +86.1% | -113.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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