-13.3%
IBM vs CMCSA
+3.3%
-16.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.8% |
| 7D | +0.4% | +15.2% | -14.8% | -2.3% |
| 30D | +14.8% | +17.0% | -2.2% | +11.3% |
| 3M | +8.9% | +1.2% | +7.7% | +7.9% |
| 6M | +12.4% | -5.5% | +17.9% | +9.3% |
| YTD | -12.4% | -6.5% | -5.9% | -15.1% |
| 1Y | -13.3% | +1.8% | -15.1% | -15.5% |
| All | -13.3% | +3.3% | -16.6% | -15.5% |
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