-33.8%
CMCSA vs NVD
-99.1%
+65.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +2.4% |
| 7D | -5.6% | +9.0% | -14.6% | -5.5% |
| 30D | -1.9% | -5.5% | +3.6% | -1.9% |
| 3M | +6.4% | -24.6% | +31.1% | +6.3% |
| 6M | -16.9% | -42.1% | +25.1% | -17.3% |
| YTD | -6.8% | -44.3% | +37.5% | -7.1% |
| 1Y | -15.9% | -54.2% | +38.3% | -16.5% |
| All | -33.8% | -99.1% | +65.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling