-15.9%
CMCSA vs AMGN
+40.4%
-56.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.8% |
| 7D | -5.6% | -13.9% | +8.3% | -2.5% |
| 30D | -1.9% | -7.1% | +5.3% | -0.5% |
| 3M | +6.4% | +13.9% | -7.5% | +2.8% |
| 6M | -16.9% | +3.2% | -20.2% | -18.0% |
| YTD | -6.8% | +19.2% | -26.0% | -11.1% |
| 1Y | -15.9% | +41.1% | -57.0% | -21.8% |
| All | -15.9% | +40.4% | -56.3% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling