+2,222.8%
CMCSA vs NI
+5,156.7%
-2,933.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.9% |
| 30D | +3.8% | -1.7% | +5.5% | +4.5% |
| 3M | +12.3% | -8.0% | +20.3% | +16.3% |
| 6M | -15.4% | -8.6% | -6.7% | -12.1% |
| YTD | -2.5% | +2.3% | -4.8% | -4.1% |
| 1Y | -13.4% | +6.9% | -20.3% | -16.7% |
| 3Y | -30.4% | +70.6% | -100.9% | -47.1% |
| 5Y | -45.0% | +96.4% | -141.4% | -61.5% |
| 10Y | +10.2% | +136.1% | -126.0% | -33.3% |
| All | +2,222.8% | +5,156.7% | -2,933.9% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling