+2,135.2%
CMCSA vs SWK
+1,542.3%
+592.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +1.3% |
| 7D | +12.0% | +11.3% | +0.8% | +7.6% |
| 30D | +17.5% | +28.1% | -10.6% | +7.2% |
| 3M | +2.4% | +12.6% | -10.2% | -2.3% |
| 6M | -2.9% | +51.7% | -54.6% | -17.6% |
| YTD | -6.2% | +60.0% | -66.1% | -22.9% |
| 1Y | +0.4% | +72.7% | -72.3% | -20.0% |
| 3Y | -30.6% | +46.3% | -76.9% | -44.1% |
| 5Y | -41.2% | -24.6% | -16.6% | -41.0% |
| 10Y | +15.2% | +32.2% | -17.1% | -13.6% |
| All | +2,135.2% | +1,542.3% | +592.9% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling