+26.9%
XLV vs CMCSA
-12.9%
+39.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +0.2% | -2.1% | +2.3% | +0.5% |
| 30D | +4.4% | +7.0% | -2.6% | +3.5% |
| 3M | +13.2% | +15.1% | -1.9% | +11.0% |
| 6M | +10.1% | -15.4% | +25.5% | +11.6% |
| YTD | +11.7% | -1.9% | +13.6% | +11.3% |
| 1Y | +26.9% | -12.7% | +39.6% | +29.6% |
| All | +26.9% | -12.9% | +39.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling