-33.7%
CMCSA vs NVDL
+625.2%
-658.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.9% | -10.3% | +5.5% | -4.8% |
| 30D | -1.1% | -7.1% | +6.1% | -1.0% |
| 3M | +6.6% | +6.6% | 0.0% | +6.4% |
| 6M | -15.5% | +21.1% | -36.5% | -15.8% |
| YTD | -6.7% | +15.2% | -21.9% | -7.1% |
| 1Y | -15.6% | +18.8% | -34.4% | -16.2% |
| 3Y | -33.7% | +649.9% | -683.6% | -44.3% |
| All | -33.7% | +625.2% | -658.9% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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