+6.1%
CMCSA vs NVMI
+3,158.6%
-3,152.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -1.1% | -8.4% | +7.3% | -0.1% |
| 3M | +6.6% | -33.6% | +40.1% | +11.3% |
| 6M | -15.5% | -14.7% | -0.8% | -15.6% |
| YTD | -6.7% | +13.2% | -19.9% | -11.3% |
| 1Y | -15.6% | +29.0% | -44.6% | -21.9% |
| 3Y | -33.7% | +215.0% | -248.7% | -51.2% |
| 5Y | -46.6% | +268.6% | -315.2% | -63.2% |
| All | +6.1% | +3,158.6% | -3,152.5% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling