+1,423.6%
CMCSA vs VTR
+1,492.6%
-69.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +3.8% | -3.7% | +7.6% | +4.7% |
| 3M | +12.3% | +13.5% | -1.2% | +8.9% |
| 6M | -15.4% | +7.2% | -22.6% | -17.0% |
| YTD | -2.5% | +17.6% | -20.1% | -6.4% |
| 1Y | -13.4% | +35.4% | -48.8% | -19.7% |
| 3Y | -30.4% | +132.8% | -163.2% | -43.5% |
| 5Y | -45.0% | +88.7% | -133.7% | -53.6% |
| 10Y | +10.2% | +87.6% | -77.5% | -14.1% |
| All | +1,423.6% | +1,492.6% | -69.0% | +703.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling