+216.5%
QCOM vs CMCSA
+11.0%
+205.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.5% |
| 7D | +0.4% | +5.0% | -4.7% | -1.7% |
| 30D | -6.6% | +16.5% | -23.1% | -12.9% |
| 3M | +3.7% | -1.6% | +5.3% | +3.4% |
| 6M | -13.3% | -5.0% | -8.3% | -13.2% |
| YTD | -1.8% | -8.3% | +6.5% | -2.9% |
| 1Y | -2.5% | +0.4% | -2.9% | -8.5% |
| 3Y | +47.0% | -31.0% | +77.9% | +63.7% |
| 5Y | +13.1% | -42.5% | +55.7% | +36.3% |
| All | +216.5% | +11.0% | +205.5% | +221.7% |
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