+400.6%
NVDA vs CMCSA
-30.4%
+431.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +0.8% | +3.8% | -3.0% | +0.5% |
| 3M | +8.2% | +12.3% | -4.1% | +7.3% |
| 6M | +27.1% | -15.4% | +42.5% | +28.9% |
| YTD | +21.2% | -2.5% | +23.7% | +20.4% |
| 1Y | +34.3% | -13.4% | +47.7% | +37.0% |
| All | +400.6% | -30.4% | +431.0% | +424.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling