+192.5%
JNJ vs CMCSA
+7.4%
+185.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -4.9% | +1.4% | -2.5% |
| 30D | +2.3% | -1.1% | +3.4% | +2.5% |
| 3M | +12.0% | +6.6% | +5.4% | +10.0% |
| 6M | +10.5% | -15.5% | +25.9% | +14.0% |
| YTD | +30.4% | -6.7% | +37.1% | +31.2% |
| 1Y | +52.1% | -15.6% | +67.7% | +56.5% |
| 3Y | +77.8% | -33.7% | +111.5% | +91.4% |
| 5Y | +82.9% | -46.6% | +129.5% | +106.8% |
| All | +192.5% | +7.4% | +185.1% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling