+10,848.8%
JPM vs CMCSA
+2,238.2%
+8,610.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +3.5% | +3.2% | +0.3% | +2.2% |
| 30D | +3.3% | +19.5% | -16.3% | -4.1% |
| 3M | -4.2% | -2.4% | -1.8% | -3.8% |
| 6M | +16.4% | +3.8% | +12.6% | +13.0% |
| YTD | +9.5% | -5.4% | +14.9% | +9.1% |
| 1Y | +14.0% | +1.1% | +12.9% | +10.3% |
| 3Y | +153.1% | -27.1% | +180.2% | +174.9% |
| 5Y | +134.9% | -40.3% | +175.2% | +171.2% |
| 10Y | +485.7% | +6.0% | +479.8% | +430.1% |
| All | +10,848.8% | +2,238.2% | +8,610.7% | +3,375.4% |
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