-18.4%
CMCSA vs NVDL
+2,608.0%
-2,626.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.6% |
| 7D | -8.3% | -0.8% | -7.4% | -8.3% |
| 30D | -2.4% | +3.4% | -5.8% | -2.5% |
| 3M | +4.5% | +8.1% | -3.6% | +4.3% |
| 6M | -18.8% | +31.9% | -50.6% | -19.4% |
| YTD | -8.9% | +21.1% | -30.0% | -9.6% |
| 1Y | -18.3% | +34.0% | -52.3% | -19.4% |
| 3Y | -35.0% | +677.9% | -712.9% | -43.3% |
| All | -18.4% | +2,608.0% | -2,626.4% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling