+2,154.1%
CMCSA vs NSC
+5,741.3%
-3,587.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | +19.5% | +1.7% | +17.8% | +18.7% |
| 3M | -2.4% | -2.6% | +0.1% | -1.6% |
| 6M | +3.8% | +6.4% | -2.6% | +0.9% |
| YTD | -5.4% | +15.5% | -20.9% | -10.9% |
| 1Y | +1.1% | +17.6% | -16.5% | -5.4% |
| 3Y | -27.1% | +75.0% | -102.1% | -42.2% |
| 5Y | -40.3% | +32.2% | -72.5% | -48.1% |
| 10Y | +6.0% | +296.6% | -290.6% | -41.3% |
| All | +2,154.1% | +5,741.3% | -3,587.2% | +180.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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