+143.3%
IBM vs CMCSA
-41.7%
+185.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -3.1% |
| 30D | +8.4% | +18.6% | -10.3% | +4.1% |
| 3M | +4.5% | -1.8% | +6.3% | +4.5% |
| 6M | +7.9% | -0.7% | +8.6% | +7.5% |
| YTD | -15.2% | -7.8% | -7.4% | -15.2% |
| 1Y | -17.6% | +0.7% | -18.3% | -19.4% |
| 3Y | +82.1% | -28.0% | +110.0% | +91.1% |
| 5Y | +143.3% | -42.1% | +185.4% | +151.8% |
| All | +143.3% | -41.7% | +185.0% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling