-13.2%
UNH vs CMCSA
-35.0%
+21.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.6% | +4.7% | -1.0% |
| 7D | -1.7% | -8.3% | +6.6% | -0.5% |
| 30D | -3.8% | -2.4% | -1.4% | -3.5% |
| 3M | -4.3% | +4.5% | -8.8% | -5.1% |
| 6M | +38.6% | -18.8% | +57.4% | +42.1% |
| YTD | +20.7% | -8.9% | +29.6% | +21.2% |
| 1Y | +16.0% | -18.3% | +34.3% | +17.9% |
| All | -13.2% | -35.0% | +21.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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