+1,022.8%
NBIS vs CMCSA
-31.0%
+1,053.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.5% |
| 7D | -0.8% | -4.9% | +4.1% | -1.2% |
| 30D | -13.4% | -1.1% | -12.3% | -13.4% |
| 3M | +1.0% | +6.6% | -5.5% | +1.5% |
| 6M | +100.5% | -15.5% | +116.0% | +106.2% |
| YTD | +168.3% | -6.7% | +174.9% | +173.5% |
| 1Y | +151.8% | -15.6% | +167.4% | +168.0% |
| All | +1,022.8% | -31.0% | +1,053.8% | +1,216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling