+2,533.7%
IBM vs CMCSA
+2,177.8%
+355.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -3.2% |
| 30D | +8.4% | +18.6% | -10.3% | +3.7% |
| 3M | +4.5% | -1.8% | +6.3% | +4.6% |
| 6M | +7.9% | -0.7% | +8.6% | +7.9% |
| YTD | -15.2% | -7.8% | -7.4% | -14.4% |
| 1Y | -17.6% | +0.7% | -18.3% | -18.7% |
| 3Y | +82.1% | -28.0% | +110.0% | +92.9% |
| 5Y | +143.3% | -42.1% | +185.4% | +168.3% |
| 10Y | +149.9% | +8.2% | +141.8% | +134.0% |
| All | +2,533.7% | +2,177.8% | +355.9% | +1,120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling