-33.7%
CMCSA vs VIAV
+293.0%
-326.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.1% |
| 7D | -4.9% | +11.2% | -16.0% | -5.1% |
| 30D | -1.1% | -10.1% | +9.1% | -0.9% |
| 3M | +6.6% | -22.9% | +29.4% | +7.5% |
| 6M | -15.5% | +28.8% | -44.3% | -18.1% |
| YTD | -6.7% | +117.5% | -124.1% | -14.7% |
| 1Y | -15.6% | +216.1% | -231.7% | -27.2% |
| 3Y | -33.7% | +292.2% | -325.9% | -47.3% |
| All | -33.7% | +293.0% | -326.7% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling