+2,154.1%
CMCSA vs NOC
+17,598.2%
-15,444.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +3.2% | +4.8% | -1.7% | +1.8% |
| 30D | +19.5% | +11.0% | +8.5% | +15.8% |
| 3M | -2.4% | -3.8% | +1.4% | -1.6% |
| 6M | +3.8% | +0.6% | +3.2% | +3.1% |
| YTD | -5.4% | -2.3% | -3.1% | -5.9% |
| 1Y | +1.1% | +0.3% | +0.9% | -0.3% |
| 3Y | -27.1% | +24.6% | -51.7% | -33.6% |
| 5Y | -40.3% | +66.0% | -106.3% | -51.4% |
| 10Y | +6.0% | +161.2% | -155.2% | -26.8% |
| All | +2,154.1% | +17,598.2% | -15,444.2% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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