+1,119.4%
NBIS vs CMCSA
-27.9%
+1,147.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.7% |
| 7D | +22.2% | +0.1% | +22.1% | +22.2% |
| 30D | +29.7% | +3.8% | +25.9% | +30.2% |
| 3M | +11.9% | +12.3% | -0.5% | +12.7% |
| 6M | +173.0% | -15.4% | +188.4% | +181.9% |
| YTD | +191.4% | -2.5% | +193.8% | +198.0% |
| 1Y | +280.7% | -13.4% | +294.1% | +308.8% |
| All | +1,119.4% | -27.9% | +1,147.3% | +1,334.6% |
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