+2,574.6%
IBM vs CMCSA
+2,225.1%
+349.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | +10.1% | +21.0% | -10.9% | +4.9% |
| 3M | +4.8% | -0.9% | +5.8% | +4.7% |
| 6M | +12.6% | +2.9% | +9.7% | +11.6% |
| YTD | -13.9% | -5.9% | -8.0% | -13.5% |
| 1Y | -18.7% | +2.5% | -21.2% | -20.2% |
| 3Y | +81.9% | -28.3% | +110.2% | +92.9% |
| 5Y | +148.3% | -40.8% | +189.1% | +172.2% |
| 10Y | +143.6% | +5.4% | +138.2% | +129.3% |
| All | +2,574.6% | +2,225.1% | +349.5% | +1,132.9% |
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