-2.5%
IBM vs CMCSA
-12.9%
+10.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +0.3% | +7.0% | -6.8% | -1.2% |
| 3M | -21.6% | +15.1% | -36.7% | -23.5% |
| 6M | -4.7% | -15.4% | +10.7% | -7.9% |
| YTD | -19.1% | -1.9% | -17.2% | -21.8% |
| 1Y | -2.5% | -12.7% | +10.2% | -2.2% |
| All | -2.5% | -12.9% | +10.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling