-46.7%
CMCSA vs NI
+94.6%
-141.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.4% |
| 30D | -1.9% | -1.4% | -0.5% | -1.5% |
| 3M | +6.4% | -10.6% | +17.0% | +10.3% |
| 6M | -16.9% | -9.9% | -7.0% | -14.1% |
| YTD | -6.8% | +1.2% | -8.0% | -7.4% |
| 1Y | -15.9% | +4.4% | -20.3% | -17.5% |
| 3Y | -33.4% | +68.6% | -102.0% | -46.1% |
| 5Y | -46.7% | +98.0% | -144.7% | -64.2% |
| All | -46.7% | +94.6% | -141.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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