-48.2%
CMCSA vs SNPS
+16.9%
-65.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.6% |
| 7D | -8.3% | -5.5% | -2.8% | -7.7% |
| 30D | -2.4% | -4.5% | +2.1% | -2.2% |
| 3M | +4.5% | -15.5% | +20.0% | +6.1% |
| 6M | -18.8% | -10.1% | -8.7% | -18.7% |
| YTD | -8.9% | -16.3% | +7.4% | -8.3% |
| 1Y | -18.3% | -34.9% | +16.6% | -15.9% |
| 3Y | -35.0% | -14.4% | -20.6% | -40.1% |
| 5Y | -48.2% | +17.9% | -66.0% | -59.5% |
| All | -48.2% | +16.9% | -65.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling