-42.1%
CMCSA vs SWK
-25.5%
-16.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.0% | +11.0% | -6.0% | +1.7% |
| 30D | +16.5% | +30.1% | -13.6% | +7.8% |
| 3M | -1.6% | +14.7% | -16.2% | -5.7% |
| 6M | -5.0% | +44.5% | -49.5% | -15.3% |
| YTD | -8.3% | +59.4% | -67.7% | -21.5% |
| 1Y | +0.4% | +77.5% | -77.1% | -17.2% |
| 3Y | -31.0% | +49.5% | -80.4% | -42.8% |
| All | -42.1% | -25.5% | -16.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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