-46.7%
CMCSA vs VTR
+90.0%
-136.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -5.6% | -1.8% | -3.7% | -5.0% |
| 30D | -1.9% | +4.0% | -5.9% | -3.0% |
| 3M | +6.4% | +7.8% | -1.4% | +3.7% |
| 6M | -16.9% | +6.4% | -23.3% | -18.9% |
| YTD | -6.8% | +18.3% | -25.1% | -11.9% |
| 1Y | -15.9% | +33.9% | -49.8% | -23.8% |
| 3Y | -33.4% | +134.3% | -167.7% | -51.1% |
| 5Y | -46.7% | +90.3% | -137.0% | -59.0% |
| All | -46.7% | +90.0% | -136.7% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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