+1,354.0%
ABBV vs CMCSA
+97.4%
+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% | +1.5% | -1.3% | -0.3% |
| 7D | +1.3% | +3.2% | -1.9% | +0.3% |
| 30D | +4.7% | +19.5% | -14.8% | -1.1% |
| 3M | +18.3% | -2.4% | +20.8% | +18.8% |
| 6M | +43.4% | +3.8% | +39.5% | +40.6% |
| YTD | +33.0% | -5.4% | +38.4% | +33.1% |
| 1Y | +30.8% | +1.1% | +29.7% | +27.8% |
| 3Y | +135.1% | -27.1% | +162.3% | +151.2% |
| 5Y | +201.2% | -40.3% | +241.5% | +239.2% |
| 10Y | +602.7% | +6.0% | +596.7% | +481.6% |
| All | +1,354.0% | +97.4% | +1,256.5% | +789.5% |
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