+2,236.9%
CMCSA vs RGEN
+1,576.0%
+660.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.1% | -4.9% | +2.8% | -1.9% |
| 30D | +7.0% | +5.7% | +1.3% | +6.7% |
| 3M | +15.1% | +32.4% | -17.3% | +13.5% |
| 6M | -15.4% | +33.2% | -48.5% | -16.7% |
| YTD | -1.9% | +2.3% | -4.2% | -2.4% |
| 1Y | -12.7% | +39.0% | -51.7% | -14.4% |
| 3Y | -31.0% | -4.6% | -26.4% | -31.8% |
| 5Y | -46.1% | -42.7% | -3.4% | -46.2% |
| 10Y | +10.8% | +433.6% | -422.7% | +0.7% |
| All | +2,236.9% | +1,576.0% | +660.9% | +1,395.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling