+2,141.5%
CMCSA vs ABT
+6,844.3%
-4,702.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.7% | -5.4% | +6.1% | +2.8% |
| 30D | +21.0% | +8.0% | +13.0% | +17.5% |
| 3M | -0.9% | +0.2% | -1.2% | -1.1% |
| 6M | +2.9% | +34.1% | -31.2% | -8.5% |
| YTD | -5.9% | -10.6% | +4.7% | -2.9% |
| 1Y | +2.5% | -11.8% | +14.3% | +6.3% |
| 3Y | -28.3% | +23.9% | -52.1% | -35.8% |
| 5Y | -40.8% | -5.1% | -35.7% | -41.7% |
| 10Y | +5.4% | +228.6% | -223.2% | -37.7% |
| All | +2,141.5% | +6,844.3% | -4,702.8% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling