-5.0%
IBM vs CMCSA
-19.1%
+14.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.6% | +10.0% | +4.5% |
| 7D | +3.6% | -8.3% | +11.8% | +5.0% |
| 30D | +1.5% | -2.4% | +4.0% | +1.6% |
| 3M | -12.9% | +4.5% | -17.4% | -14.1% |
| 6M | -3.9% | -18.8% | +14.9% | -6.1% |
| YTD | -17.3% | -8.9% | -8.4% | -19.2% |
| 1Y | -5.0% | -18.3% | +13.3% | -6.0% |
| All | -5.0% | -19.1% | +14.1% | -6.0% |
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