+10.9%
QCOM vs CMCSA
-9.6%
+20.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.0% |
| 7D | +5.1% | +0.1% | +4.9% | +5.1% |
| 30D | +4.3% | +3.8% | +0.5% | +5.3% |
| 3M | -19.6% | +12.3% | -31.9% | -16.3% |
| 6M | +29.5% | -15.4% | +44.9% | +28.3% |
| YTD | +3.4% | -2.5% | +5.9% | +0.1% |
| 1Y | +10.9% | -13.4% | +24.3% | +7.0% |
| All | +10.9% | -9.6% | +20.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling