+14,551.4%
NVDA vs CMCSA
+7.3%
+14,544.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -3.3% |
| 7D | -4.3% | -5.6% | +1.2% | -1.9% |
| 30D | +0.5% | -1.9% | +2.4% | +0.8% |
| 3M | +9.1% | +6.4% | +2.6% | +4.4% |
| 6M | +18.5% | -16.9% | +35.4% | +25.9% |
| YTD | +17.4% | -6.8% | +24.1% | +16.8% |
| 1Y | +23.4% | -15.9% | +39.3% | +28.7% |
| 3Y | +380.6% | -33.4% | +414.0% | +449.2% |
| 5Y | +875.7% | -46.7% | +922.4% | +1,146.8% |
| All | +14,551.4% | +7.3% | +14,544.1% | +10,495.0% |
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