-41.4%
CMCSA vs SWKS
-41.2%
-0.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | -3.1% | +7.7% | +5.1% |
| 30D | +19.8% | +8.3% | +11.5% | +18.1% |
| 3M | -0.3% | +20.2% | -20.5% | -4.2% |
| 6M | +0.3% | +24.9% | -24.6% | -5.4% |
| YTD | -6.9% | +33.2% | -40.1% | -14.3% |
| 1Y | +2.6% | +23.6% | -21.0% | -4.0% |
| 3Y | -29.0% | +1.3% | -30.3% | -34.7% |
| All | -41.4% | -41.2% | -0.2% | -43.2% |
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