+4.7%
CMCSA vs ABT
+226.5%
-221.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +3.2% | -1.3% | +4.4% | +3.7% |
| 30D | +19.5% | +6.0% | +13.5% | +16.9% |
| 3M | -2.4% | -1.9% | -0.5% | -1.8% |
| 6M | +3.8% | +31.2% | -27.3% | -6.7% |
| YTD | -5.4% | -11.2% | +5.9% | -1.8% |
| 1Y | +1.1% | -14.0% | +15.1% | +6.2% |
| 3Y | -27.1% | +20.7% | -47.8% | -34.7% |
| 5Y | -40.3% | -6.7% | -33.6% | -41.1% |
| All | +4.7% | +226.5% | -221.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling