+2,236.9%
CMCSA vs ABT
+6,741.2%
-4,504.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | +7.0% | +2.5% | +4.6% | +6.1% |
| 3M | +15.1% | +20.2% | -5.1% | +7.0% |
| 6M | -15.4% | -2.9% | -12.4% | -14.9% |
| YTD | -1.9% | -11.9% | +10.0% | +2.0% |
| 1Y | -12.7% | -16.5% | +3.8% | -7.5% |
| 3Y | -31.0% | +12.1% | -43.1% | -35.8% |
| 5Y | -46.1% | -7.4% | -38.7% | -46.4% |
| 10Y | +10.8% | +210.7% | -199.8% | -33.1% |
| All | +2,236.9% | +6,741.2% | -4,504.3% | +230.4% |
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 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