+30.9%
QCOM vs CMCSA
-45.8%
+76.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +3.3% | -2.1% | +5.4% | +4.0% |
| 30D | +7.7% | +7.0% | +0.7% | +5.5% |
| 3M | -30.1% | +15.1% | -45.1% | -33.4% |
| 6M | +22.8% | -15.4% | +38.2% | +28.4% |
| YTD | +0.2% | -1.9% | +2.1% | -2.4% |
| 1Y | +7.9% | -12.7% | +20.6% | +10.6% |
| 3Y | +55.8% | -31.0% | +86.8% | +74.2% |
| All | +30.9% | -45.8% | +76.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling