+11,186.3%
JPM vs CMCSA
+2,324.1%
+8,862.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | -0.2% | +7.0% | -7.2% | -3.0% |
| 3M | +15.9% | +15.1% | +0.8% | +8.6% |
| 6M | +20.9% | -15.4% | +36.3% | +27.1% |
| YTD | +12.9% | -1.9% | +14.8% | +11.4% |
| 1Y | +20.3% | -12.7% | +33.0% | +23.8% |
| 3Y | +160.9% | -31.0% | +191.9% | +190.4% |
| 5Y | +154.8% | -46.1% | +200.9% | +207.5% |
| 10Y | +591.1% | +10.8% | +580.3% | +517.1% |
| All | +11,186.3% | +2,324.1% | +8,862.2% | +3,447.3% |
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 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