-31.2%
CMCSA vs NVD
-99.2%
+68.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.6% |
| 7D | +0.1% | -7.7% | +7.8% | +0.1% |
| 30D | +3.8% | -5.8% | +9.6% | +3.8% |
| 3M | +12.3% | -23.2% | +35.5% | +12.2% |
| 6M | -15.4% | -49.7% | +34.3% | -15.9% |
| YTD | -2.5% | -47.7% | +45.2% | -2.9% |
| 1Y | -13.4% | -61.3% | +48.0% | -14.3% |
| 3Y | -30.4% | -99.2% | +68.8% | -39.8% |
| All | -31.2% | -99.2% | +68.0% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling