-32.4%
CMCSA vs NVDX
+815.5%
-848.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -6.6% |
| 7D | -8.3% | -0.9% | -7.4% | -8.3% |
| 30D | -2.4% | +3.0% | -5.4% | -2.4% |
| 3M | +4.5% | +6.8% | -2.3% | +4.4% |
| 6M | -18.8% | +28.6% | -47.4% | -19.1% |
| YTD | -8.9% | +17.0% | -25.9% | -9.3% |
| 1Y | -18.3% | +27.0% | -45.3% | -19.0% |
| All | -32.4% | +815.5% | -848.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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