-40.2%
CMCSA vs AMGN
+156.1%
-196.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +3.2% | +1.1% | +2.0% | +2.8% |
| 30D | +19.5% | +9.3% | +10.2% | +16.2% |
| 3M | -2.4% | +12.1% | -14.5% | -6.3% |
| 6M | +3.8% | +40.3% | -36.4% | -7.9% |
| YTD | -5.4% | +45.2% | -50.6% | -17.5% |
| 1Y | +1.1% | +42.4% | -41.3% | -11.3% |
| 3Y | -27.1% | +91.0% | -118.2% | -44.4% |
| All | -40.2% | +156.1% | -196.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling