-44.8%
CMCSA vs IBB
+22.5%
-67.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.1% | +1.4% | -3.5% | -2.7% |
| 30D | +7.0% | +10.5% | -3.5% | +2.6% |
| 3M | +15.1% | +23.6% | -8.5% | +5.0% |
| 6M | -15.4% | +22.6% | -38.0% | -22.8% |
| YTD | -1.9% | +25.7% | -27.6% | -11.7% |
| 1Y | -12.7% | +51.4% | -64.1% | -28.2% |
| 3Y | -31.0% | +64.4% | -95.4% | -46.4% |
| All | -44.8% | +22.5% | -67.3% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling