+252.6%
CMCSA vs NVMI
+1,995.1%
-1,742.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.7% |
| 7D | +0.1% | +11.7% | -11.6% | -0.7% |
| 30D | +3.8% | -4.0% | +7.9% | +4.0% |
| 3M | +12.3% | -25.8% | +38.1% | +14.1% |
| 6M | -15.4% | -8.3% | -7.1% | -15.7% |
| YTD | -2.5% | +14.8% | -17.3% | -4.7% |
| 1Y | -13.4% | +37.9% | -51.2% | -16.7% |
| 3Y | -30.4% | +216.3% | -246.6% | -38.2% |
| 5Y | -45.0% | +277.2% | -322.2% | -52.3% |
| 10Y | +10.2% | +3,074.3% | -3,064.2% | -17.5% |
| All | +252.6% | +1,995.1% | -1,742.5% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling