-27.1%
CMCSA vs AMGN
+91.8%
-118.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +3.2% | +1.1% | +2.0% | +2.9% |
| 30D | +19.5% | +9.3% | +10.2% | +16.9% |
| 3M | -2.4% | +12.1% | -14.5% | -5.5% |
| 6M | +3.8% | +40.3% | -36.4% | -5.7% |
| YTD | -5.4% | +45.2% | -50.6% | -15.3% |
| 1Y | +1.1% | +42.4% | -41.3% | -9.0% |
| 3Y | -27.1% | +91.0% | -118.2% | -41.4% |
| All | -27.1% | +91.8% | -118.9% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling