-31.7%
NKE vs CMCSA
+3.3%
-35.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +3.6% |
| 7D | +9.0% | +15.2% | -6.2% | +4.3% |
| 30D | +19.2% | +17.0% | +2.2% | +13.6% |
| 3M | -1.5% | +1.2% | -2.7% | -2.3% |
| 6M | -4.2% | -5.5% | +1.3% | -3.5% |
| YTD | -34.8% | -6.5% | -28.2% | -36.9% |
| 1Y | -31.7% | +1.8% | -33.5% | -36.7% |
| All | -31.7% | +3.3% | -35.0% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling