-27.1%
CMCSA vs RPRX
+177.1%
-204.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +3.2% | +3.3% | -0.2% | +2.6% |
| 30D | +19.5% | +17.9% | +1.6% | +16.6% |
| 3M | -2.4% | +19.2% | -21.6% | -5.1% |
| 6M | +3.8% | +31.7% | -27.9% | -0.7% |
| YTD | -5.4% | +82.5% | -87.8% | -14.2% |
| 1Y | +1.1% | +78.4% | -77.3% | -8.0% |
| 3Y | -27.1% | +177.0% | -204.1% | -38.1% |
| All | -27.1% | +177.1% | -204.2% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling