-74.7%
NKE vs CMCSA
-47.2%
-27.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -4.9% | +0.7% | -2.4% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -19.1% | +6.6% | -25.6% | -21.3% |
| 6M | -32.6% | -15.5% | -17.2% | -29.1% |
| YTD | -40.7% | -6.7% | -34.0% | -40.2% |
| 1Y | -48.9% | -15.6% | -33.3% | -46.4% |
| 3Y | -59.2% | -33.7% | -25.6% | -53.9% |
| All | -74.7% | -47.2% | -27.5% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling