+112.0%
IBM vs CMCSA
-45.0%
+157.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -1.5% | +3.8% | -5.3% | -2.5% |
| 3M | -16.8% | +12.3% | -29.1% | -19.0% |
| 6M | -9.0% | -15.4% | +6.4% | -6.7% |
| YTD | -20.1% | -2.5% | -17.6% | -20.8% |
| 1Y | -7.0% | -13.4% | +6.4% | -5.3% |
| 3Y | +72.4% | -30.4% | +102.7% | +83.4% |
| 5Y | +112.0% | -45.0% | +157.0% | +131.0% |
| All | +112.0% | -45.0% | +157.0% | +131.0% |
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 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