-33.7%
CMCSA vs AMGN
+59.9%
-93.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -4.9% | -13.7% | +8.8% | -1.2% |
| 30D | -1.1% | -8.8% | +7.7% | +1.2% |
| 3M | +6.6% | +7.2% | -0.6% | +4.0% |
| 6M | -15.5% | +1.3% | -16.7% | -16.2% |
| YTD | -6.7% | +17.6% | -24.3% | -11.7% |
| 1Y | -15.6% | +37.2% | -52.8% | -23.8% |
| 3Y | -33.7% | +57.7% | -91.4% | -43.1% |
| All | -33.7% | +59.9% | -93.6% | -43.1% |
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 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