+2,236.9%
CMCSA vs NEM
+487.7%
+1,749.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +7.0% | +23.1% | -16.0% | +6.1% |
| 3M | +15.1% | +18.5% | -3.4% | +14.1% |
| 6M | -15.4% | +7.8% | -23.1% | -15.9% |
| YTD | -1.9% | +29.1% | -31.0% | -3.4% |
| 1Y | -12.7% | +72.7% | -85.4% | -15.3% |
| 3Y | -31.0% | +248.7% | -279.7% | -35.7% |
| 5Y | -46.1% | +148.7% | -194.8% | -49.2% |
| 10Y | +10.8% | +304.8% | -293.9% | +1.3% |
| All | +2,236.9% | +487.7% | +1,749.2% | +2,068.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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