+2,121.8%
CMCSA vs ABT
+6,714.7%
-4,592.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -0.6% | -5.6% | +5.0% | +1.6% |
| 30D | +18.8% | +5.2% | +13.6% | +16.6% |
| 3M | -1.1% | -2.7% | +1.6% | -0.2% |
| 6M | +2.5% | +28.8% | -26.3% | -7.4% |
| YTD | -6.7% | -12.3% | +5.5% | -3.0% |
| 1Y | 0.0% | -14.7% | +14.6% | +5.0% |
| 3Y | -28.9% | +21.6% | -50.5% | -35.9% |
| 5Y | -41.1% | -7.8% | -33.4% | -41.4% |
| 10Y | +4.5% | +222.5% | -218.0% | -37.8% |
| All | +2,121.8% | +6,714.7% | -4,592.9% | +214.3% |
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