-47.2%
CMCSA vs REGN
+21.2%
-68.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -4.9% | -5.6% | +0.7% | -4.1% |
| 30D | -1.1% | -2.0% | +0.9% | -0.8% |
| 3M | +6.6% | +28.0% | -21.4% | +2.5% |
| 6M | -15.5% | +1.2% | -16.6% | -15.8% |
| YTD | -6.7% | +1.6% | -8.3% | -7.3% |
| 1Y | -15.6% | +38.2% | -53.8% | -20.2% |
| 3Y | -33.7% | -5.4% | -28.3% | -34.6% |
| All | -47.2% | +21.2% | -68.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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