+144.5%
IBM vs CMCSA
+4.4%
+140.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.6% | +10.0% | +5.7% |
| 7D | +3.6% | -8.3% | +11.8% | +6.5% |
| 30D | +1.5% | -2.4% | +4.0% | +2.1% |
| 3M | -12.9% | +4.5% | -17.4% | -14.3% |
| 6M | -3.9% | -18.8% | +14.9% | +1.9% |
| YTD | -17.3% | -8.9% | -8.4% | -16.1% |
| 1Y | -5.0% | -18.3% | +13.3% | -0.1% |
| 3Y | +78.2% | -35.0% | +113.2% | +100.0% |
| 5Y | +120.6% | -48.2% | +168.8% | +167.7% |
| 10Y | +144.5% | +4.6% | +139.9% | +111.9% |
| All | +144.5% | +4.4% | +140.1% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling