+10,742.2%
JPM vs CMCSA
+2,204.7%
+8,537.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.9% |
| 30D | +3.4% | +18.8% | -15.3% | -3.7% |
| 3M | -5.7% | -1.1% | -4.5% | -5.8% |
| 6M | +13.5% | +2.5% | +11.0% | +10.8% |
| YTD | +8.4% | -6.7% | +15.2% | +8.7% |
| 1Y | +9.1% | 0.0% | +9.1% | +6.0% |
| 3Y | +149.5% | -28.9% | +178.4% | +173.7% |
| 5Y | +132.6% | -41.1% | +173.7% | +170.1% |
| 10Y | +480.0% | +4.5% | +475.6% | +428.0% |
| All | +10,742.2% | +2,204.7% | +8,537.5% | +3,361.5% |
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