+48.4%
QCOM vs CMCSA
-27.5%
+75.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | +4.3% | +3.2% | +1.1% | +4.1% |
| 30D | -0.1% | +19.5% | -19.6% | -1.3% |
| 3M | +5.2% | -2.4% | +7.6% | +5.5% |
| 6M | -18.4% | +3.8% | -22.2% | -18.4% |
| YTD | +2.4% | -5.4% | +7.8% | +0.8% |
| 1Y | +0.9% | +1.1% | -0.2% | -3.3% |
| 3Y | +48.4% | -27.1% | +75.5% | +50.9% |
| All | +48.4% | -27.5% | +75.9% | +50.9% |
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