+6.0%
CMCSA vs AMGN
+210.3%
-204.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.2% |
| 7D | -5.6% | -13.9% | +8.3% | -0.3% |
| 30D | -1.9% | -7.1% | +5.3% | +0.6% |
| 3M | +6.4% | +13.9% | -7.5% | +0.7% |
| 6M | -16.9% | +3.2% | -20.2% | -18.6% |
| YTD | -6.8% | +19.2% | -26.0% | -14.0% |
| 1Y | -15.9% | +41.1% | -57.0% | -27.8% |
| 3Y | -33.4% | +61.3% | -94.7% | -47.2% |
| 5Y | -46.7% | +109.1% | -155.8% | -62.5% |
| All | +6.0% | +210.3% | -204.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 10y: compounded portfolio wealth divided by compounded AMGN 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…
10y analysis · Full analysis span regression · 6 months rolling