+2,248.6%
CMCSA vs REGN
+3,485.7%
-1,237.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -4.9% | -5.6% | +0.7% | -4.3% |
| 30D | -1.1% | -2.0% | +0.9% | -0.9% |
| 3M | +6.6% | +28.0% | -21.4% | +3.8% |
| 6M | -15.5% | +1.2% | -16.6% | -15.7% |
| YTD | -6.7% | +1.6% | -8.3% | -7.1% |
| 1Y | -15.6% | +38.2% | -53.8% | -18.8% |
| 3Y | -33.7% | -5.4% | -28.3% | -34.2% |
| 5Y | -46.6% | +21.3% | -67.9% | -48.7% |
| 10Y | +7.1% | +105.2% | -98.1% | -4.1% |
| All | +2,248.6% | +3,485.7% | -1,237.1% | +1,056.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling