+57.4%
JNJ vs CMCSA
-12.9%
+70.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | +2.7% | -2.1% | +4.8% | +2.9% |
| 30D | +7.4% | +7.0% | +0.3% | +6.5% |
| 3M | +21.2% | +15.1% | +6.1% | +19.2% |
| 6M | +13.4% | -15.4% | +28.8% | +13.8% |
| YTD | +35.1% | -1.9% | +37.0% | +35.1% |
| 1Y | +57.4% | -12.7% | +70.1% | +70.9% |
| All | +57.4% | -12.9% | +70.4% | +70.9% |
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 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