-48.2%
CMCSA vs RPRX
+77.0%
-125.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | -4.0% | -4.3% | -7.5% |
| 30D | -2.4% | +4.9% | -7.4% | -3.5% |
| 3M | +4.5% | +9.4% | -4.8% | +2.4% |
| 6M | -18.8% | +33.3% | -52.1% | -23.8% |
| YTD | -8.9% | +59.0% | -67.9% | -17.9% |
| 1Y | -18.3% | +69.2% | -87.5% | -27.4% |
| 3Y | -35.0% | +124.1% | -159.0% | -46.1% |
| 5Y | -48.2% | +77.9% | -126.0% | -52.9% |
| All | -48.2% | +77.0% | -125.1% | -52.9% |
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