-45.0%
CMCSA vs ABT
-9.5%
-35.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +1.2% |
| 30D | +3.8% | -2.1% | +5.9% | +4.6% |
| 3M | +12.3% | +17.4% | -5.1% | +6.2% |
| 6M | -15.4% | -2.4% | -13.0% | -14.9% |
| YTD | -2.5% | -14.2% | +11.7% | +2.3% |
| 1Y | -13.4% | -18.3% | +5.0% | -7.5% |
| 3Y | -30.4% | +11.5% | -41.9% | -36.2% |
| 5Y | -45.0% | -9.9% | -35.1% | -48.4% |
| All | -45.0% | -9.5% | -35.5% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling