-40.2%
CMCSA vs RGEN
-35.5%
-4.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +3.2% | -3.3% | +6.4% | +3.5% |
| 30D | +19.5% | -5.8% | +25.4% | +20.0% |
| 3M | -2.4% | +0.2% | -2.6% | -2.9% |
| 6M | +3.8% | +56.8% | -52.9% | -1.7% |
| YTD | -5.4% | +2.4% | -7.8% | -6.4% |
| 1Y | +1.1% | +11.4% | -10.3% | -1.1% |
| 3Y | -27.1% | +15.2% | -42.3% | -31.2% |
| All | -40.2% | -35.5% | -4.7% | -46.1% |
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