+47.0%
QCOM vs CMCSA
-32.1%
+79.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +5.7% |
| 7D | +0.4% | +5.0% | -4.7% | 0.0% |
| 30D | -6.6% | +16.5% | -23.1% | -7.7% |
| 3M | +3.7% | -1.6% | +5.3% | +3.8% |
| 6M | -13.3% | -5.0% | -8.3% | -12.5% |
| YTD | -1.8% | -8.3% | +6.5% | -3.2% |
| 1Y | -2.5% | +0.4% | -2.9% | -7.2% |
| 3Y | +47.0% | -31.0% | +77.9% | +51.0% |
| All | +47.0% | -32.1% | +79.0% | +51.0% |
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 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