+6.7%
CMCSA vs NVT
+699.2%
-692.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -2.1% | +5.1% | -7.2% | -3.2% |
| 30D | +7.0% | -3.7% | +10.7% | +7.6% |
| 3M | +15.1% | -10.1% | +25.2% | +16.4% |
| 6M | -15.4% | +37.5% | -52.8% | -23.9% |
| YTD | -1.9% | +53.7% | -55.6% | -15.0% |
| 1Y | -12.7% | +70.9% | -83.6% | -27.2% |
| 3Y | -31.0% | +180.4% | -211.4% | -53.4% |
| 5Y | -46.1% | +393.5% | -439.6% | -71.0% |
| All | +6.7% | +699.2% | -692.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling