+7,836.4%
NVDA vs CMCSA
+6.4%
+7,830.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.6% |
| 7D | -12.7% | +3.2% | -15.9% | -13.9% |
| 30D | -26.4% | +19.5% | -45.9% | -32.4% |
| 3M | -27.6% | -2.4% | -25.2% | -27.7% |
| 6M | -27.7% | +3.8% | -31.6% | -30.5% |
| YTD | -12.5% | -5.4% | -7.1% | -14.1% |
| 1Y | -12.6% | +1.1% | -13.8% | -17.7% |
| 3Y | +235.9% | -27.1% | +263.1% | +261.1% |
| 5Y | +438.2% | -40.3% | +478.5% | +540.0% |
| All | +7,836.4% | +6.4% | +7,830.0% | +6,506.3% |
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