+99.4%
XBI vs CMCSA
-33.4%
+132.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -4.6% | -4.9% | +0.2% | -3.8% |
| 30D | -2.0% | -1.1% | -0.9% | -1.9% |
| 3M | +17.8% | +6.6% | +11.2% | +16.0% |
| 6M | +23.7% | -15.5% | +39.2% | +27.8% |
| YTD | +28.2% | -6.7% | +34.9% | +28.8% |
| 1Y | +64.0% | -15.6% | +79.6% | +69.5% |
| 3Y | +99.4% | -33.7% | +133.1% | +114.0% |
| All | +99.4% | -33.4% | +132.8% | +114.0% |
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