-18.4%
CMCSA vs RPRX
+52.7%
-71.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.9% | -8.4% | +3.5% | -3.6% |
| 30D | -1.1% | -0.6% | -0.4% | -1.0% |
| 3M | +6.6% | +6.4% | +0.1% | +5.3% |
| 6M | -15.5% | +26.6% | -42.1% | -18.8% |
| YTD | -6.7% | +53.8% | -60.4% | -13.2% |
| 1Y | -15.6% | +62.8% | -78.4% | -22.3% |
| 3Y | -33.7% | +118.0% | -151.7% | -42.1% |
| 5Y | -46.6% | +71.2% | -117.8% | -51.2% |
| All | -18.4% | +52.7% | -71.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling