+1,156.2%
ABBV vs CMCSA
+104.7%
+1,051.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | +4.2% | +7.0% | -2.9% | +1.9% |
| 3M | +14.8% | +15.1% | -0.3% | +9.5% |
| 6M | +10.3% | -15.4% | +25.6% | +15.2% |
| YTD | +14.9% | -1.9% | +16.8% | +14.1% |
| 1Y | +24.1% | -12.7% | +36.9% | +27.7% |
| 3Y | +91.9% | -31.0% | +122.9% | +109.7% |
| 5Y | +176.0% | -46.1% | +222.1% | +225.4% |
| 10Y | +502.9% | +10.8% | +492.1% | +392.5% |
| All | +1,156.2% | +104.7% | +1,051.5% | +662.5% |
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 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