+1.8%
CMCSA vs NVT
+3.0%
-1.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -12.7% | +17.7% | +2.7% |
| 7D | +15.2% | -19.5% | +34.7% | +11.4% |
| 30D | +17.0% | -32.4% | +49.4% | +10.9% |
| 3M | +1.2% | -30.3% | +31.6% | -3.5% |
| 6M | -5.5% | -30.4% | +24.9% | -9.2% |
| YTD | -6.5% | +11.3% | -17.9% | -4.7% |
| 1Y | +1.8% | +3.6% | -1.8% | +4.4% |
| All | +1.8% | +3.0% | -1.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling