-30.4%
CMCSA vs ABT
+11.7%
-42.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.8% |
| 30D | +3.8% | -2.1% | +5.9% | +4.4% |
| 3M | +12.3% | +17.4% | -5.1% | +8.8% |
| 6M | -15.4% | -2.4% | -13.0% | -15.3% |
| YTD | -2.5% | -14.2% | +11.7% | -0.1% |
| 1Y | -13.4% | -18.3% | +5.0% | -10.4% |
| 3Y | -30.4% | +11.5% | -41.9% | -32.4% |
| All | -30.4% | +11.7% | -42.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling