-35.3%
CMCSA vs NVTS
+37.8%
-73.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -6.6% |
| 7D | -8.3% | +3.5% | -11.8% | -8.3% |
| 30D | -2.4% | -11.9% | +9.5% | -2.4% |
| 3M | +4.5% | -49.2% | +53.7% | +4.6% |
| 6M | -18.8% | +38.4% | -57.2% | -19.1% |
| YTD | -8.9% | +62.5% | -71.4% | -9.5% |
| 1Y | -18.3% | +101.4% | -119.7% | -19.1% |
| All | -35.3% | +37.8% | -73.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling