+6.0%
CMCSA vs ABT
+205.4%
-199.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +3.0% |
| 7D | -5.6% | -5.0% | -0.6% | -3.7% |
| 30D | -1.9% | -5.8% | +3.9% | +0.4% |
| 3M | +6.4% | +16.7% | -10.3% | +0.2% |
| 6M | -16.9% | -5.2% | -11.7% | -15.6% |
| YTD | -6.8% | -16.0% | +9.2% | -1.3% |
| 1Y | -15.9% | -18.3% | +2.4% | -10.0% |
| 3Y | -33.4% | +9.2% | -42.6% | -37.9% |
| 5Y | -46.7% | -11.6% | -35.1% | -46.4% |
| All | +6.0% | +205.4% | -199.5% | -28.6% |
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