+2,019.2%
CMCSA vs JBL
+42,879.2%
-40,860.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | +4.4% | -4.3% | -0.6% |
| 30D | +3.8% | -8.4% | +12.3% | +5.1% |
| 3M | +12.3% | -14.2% | +26.5% | +14.3% |
| 6M | -15.4% | +29.6% | -45.0% | -20.0% |
| YTD | -2.5% | +37.1% | -39.6% | -9.0% |
| 1Y | -13.4% | +49.5% | -62.9% | -20.8% |
| 3Y | -30.4% | +192.7% | -223.0% | -44.5% |
| 5Y | -45.0% | +411.3% | -456.4% | -60.5% |
| 10Y | +10.2% | +1,447.6% | -1,437.4% | -35.6% |
| All | +2,019.2% | +42,879.2% | -40,860.0% | +797.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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