-47.2%
CMCSA vs VYM
+77.5%
-124.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.5% |
| 7D | -4.9% | -0.8% | -4.1% | -4.1% |
| 30D | -1.1% | -2.2% | +1.2% | +1.2% |
| 3M | +6.6% | +3.1% | +3.5% | +3.6% |
| 6M | -15.5% | +9.7% | -25.2% | -22.7% |
| YTD | -6.7% | +14.9% | -21.6% | -18.5% |
| 1Y | -15.6% | +17.6% | -33.2% | -28.0% |
| 3Y | -33.7% | +65.3% | -99.0% | -60.0% |
| All | -47.2% | +77.5% | -124.7% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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