+134.7%
ABBV vs CMCSA
-28.5%
+163.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +8.0% | +18.8% | -10.8% | +4.7% |
| 3M | +19.1% | -1.1% | +20.2% | +19.1% |
| 6M | +43.5% | +2.5% | +41.0% | +42.3% |
| YTD | +32.7% | -6.7% | +39.5% | +33.0% |
| 1Y | +30.0% | 0.0% | +30.1% | +28.2% |
| All | +134.7% | -28.5% | +163.2% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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