+141.6%
IBM vs CMCSA
+9.1%
+132.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.3% |
| 7D | -1.5% | +4.6% | -6.1% | -3.0% |
| 30D | +8.4% | +19.8% | -11.4% | +1.7% |
| 3M | +4.2% | -0.3% | +4.5% | +3.7% |
| 6M | +7.9% | +0.3% | +7.6% | +7.4% |
| YTD | -15.2% | -6.9% | -8.3% | -14.7% |
| 1Y | -18.7% | +2.6% | -21.3% | -21.4% |
| 3Y | +79.2% | -29.0% | +108.2% | +94.7% |
| 5Y | +144.7% | -42.0% | +186.7% | +182.7% |
| 10Y | +141.6% | +6.4% | +135.1% | +119.7% |
| All | +141.6% | +9.1% | +132.5% | +119.7% |
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