-42.1%
CMCSA vs SWKS
-42.6%
+0.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.4% |
| 7D | +5.0% | -6.2% | +11.2% | +6.1% |
| 30D | +16.5% | -1.5% | +18.0% | +16.6% |
| 3M | -1.6% | +23.0% | -24.6% | -5.8% |
| 6M | -5.0% | +27.6% | -32.6% | -10.8% |
| YTD | -8.3% | +32.3% | -40.6% | -15.4% |
| 1Y | +0.4% | +20.1% | -19.7% | -5.5% |
| 3Y | -31.0% | +0.6% | -31.6% | -36.3% |
| All | -42.1% | -42.6% | +0.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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