+254.0%
QCOM vs CMCSA
+10.9%
+243.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +3.3% | -2.1% | +5.4% | +4.3% |
| 30D | +7.7% | +7.0% | +0.7% | +4.5% |
| 3M | -30.1% | +15.1% | -45.1% | -34.9% |
| 6M | +22.8% | -15.4% | +38.2% | +29.0% |
| YTD | +0.2% | -1.9% | +2.1% | -3.0% |
| 1Y | +7.9% | -12.7% | +20.6% | +10.6% |
| 3Y | +55.8% | -31.0% | +86.8% | +76.0% |
| 5Y | +30.1% | -46.1% | +76.2% | +64.7% |
| All | +254.0% | +10.9% | +243.1% | +233.7% |
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