+50,186.6%
QCOM vs CMCSA
+2,409.6%
+47,777.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +3.3% | -2.1% | +5.4% | +4.2% |
| 30D | +7.7% | +7.0% | +0.7% | +4.8% |
| 3M | -30.1% | +15.1% | -45.1% | -34.4% |
| 6M | +22.8% | -15.4% | +38.2% | +27.6% |
| YTD | +0.2% | -1.9% | +2.1% | -2.3% |
| 1Y | +7.9% | -12.7% | +20.6% | +9.9% |
| 3Y | +55.8% | -31.0% | +86.8% | +71.4% |
| 5Y | +30.1% | -46.1% | +76.2% | +56.4% |
| 10Y | +248.9% | +10.8% | +238.0% | +211.4% |
| All | +50,186.6% | +2,409.6% | +47,777.0% | +14,630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling