+1.0%
NVDA vs CMCSA
+3.3%
-2.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.0% | -8.2% | -2.0% |
| 7D | -7.1% | +15.2% | -22.3% | -3.9% |
| 30D | -16.2% | +17.0% | -33.2% | -13.0% |
| 3M | -5.5% | +1.2% | -6.7% | -4.5% |
| 6M | +1.1% | -5.5% | +6.6% | +1.1% |
| YTD | +7.6% | -6.5% | +14.1% | +8.2% |
| 1Y | +1.0% | +1.8% | -0.8% | +3.4% |
| All | +1.0% | +3.3% | -2.4% | +3.4% |
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 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