+412.0%
CMCSA vs SNY
+241.9%
+170.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -3.3% | -1.5% | -3.5% |
| 30D | -1.1% | -2.2% | +1.1% | -0.1% |
| 3M | +6.6% | -3.0% | +9.6% | +8.0% |
| 6M | -15.5% | +2.7% | -18.2% | -16.5% |
| YTD | -6.7% | -6.8% | +0.2% | -4.1% |
| 1Y | -15.6% | -5.3% | -10.3% | -14.3% |
| 3Y | -33.7% | -9.8% | -23.9% | -34.4% |
| 5Y | -46.6% | +9.7% | -56.3% | -53.3% |
| 10Y | +7.1% | +64.5% | -57.4% | -26.5% |
| All | +412.0% | +241.9% | +170.0% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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