+78.3%
JNJ vs CMCSA
-33.5%
+111.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.6% |
| 7D | -4.3% | -5.6% | +1.2% | -3.6% |
| 30D | +3.0% | -1.9% | +4.9% | +3.3% |
| 3M | +12.2% | +6.4% | +5.8% | +11.1% |
| 6M | +10.5% | -16.9% | +27.4% | +12.6% |
| YTD | +30.8% | -6.8% | +37.6% | +31.2% |
| 1Y | +54.9% | -15.9% | +70.8% | +57.8% |
| All | +78.3% | -33.5% | +111.8% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling