-40.2%
CMCSA vs RPRX
+86.5%
-126.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.3% |
| 7D | +3.2% | +3.3% | -0.2% | +2.4% |
| 30D | +19.5% | +17.9% | +1.6% | +15.2% |
| 3M | -2.4% | +19.2% | -21.6% | -6.3% |
| 6M | +3.8% | +31.7% | -27.9% | -2.8% |
| YTD | -5.4% | +82.5% | -87.8% | -18.2% |
| 1Y | +1.1% | +78.4% | -77.3% | -12.2% |
| 3Y | -27.1% | +177.0% | -204.1% | -44.3% |
| All | -40.2% | +86.5% | -126.6% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling