+152.5%
JPM vs CMCSA
-48.8%
+201.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.6% | +6.9% | +2.2% |
| 7D | -0.4% | -8.3% | +7.9% | +2.0% |
| 30D | -1.4% | -2.4% | +1.0% | -0.9% |
| 3M | +13.9% | +4.5% | +9.4% | +11.7% |
| 6M | +23.5% | -18.8% | +42.3% | +30.3% |
| YTD | +11.6% | -8.9% | +20.6% | +12.9% |
| 1Y | +21.4% | -18.3% | +39.7% | +27.3% |
| 3Y | +163.4% | -35.0% | +198.4% | +196.5% |
| 5Y | +152.5% | -48.2% | +200.7% | +192.7% |
| All | +152.5% | -48.8% | +201.4% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling