+1,351.1%
ABBV vs CMCSA
+94.6%
+1,256.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +8.0% | +18.8% | -10.8% | +2.2% |
| 3M | +19.1% | -1.1% | +20.2% | +19.0% |
| 6M | +43.5% | +2.5% | +41.0% | +41.3% |
| YTD | +32.7% | -6.7% | +39.5% | +33.4% |
| 1Y | +30.0% | 0.0% | +30.1% | +27.5% |
| 3Y | +134.7% | -28.9% | +163.6% | +152.8% |
| 5Y | +200.6% | -41.1% | +241.8% | +240.1% |
| 10Y | +601.3% | +4.5% | +596.8% | +483.0% |
| All | +1,351.1% | +94.6% | +1,256.5% | +791.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling