-45.0%
CMCSA vs RGEN
-42.7%
-2.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +3.8% | +2.8% | +1.0% | +3.5% |
| 3M | +12.3% | +34.5% | -22.1% | +8.6% |
| 6M | -15.4% | +40.5% | -55.8% | -19.1% |
| YTD | -2.5% | +2.8% | -5.3% | -3.3% |
| 1Y | -13.4% | +39.6% | -53.0% | -17.6% |
| 3Y | -30.4% | +4.4% | -34.8% | -33.4% |
| 5Y | -45.0% | -42.8% | -2.3% | -48.8% |
| All | -45.0% | -42.7% | -2.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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