-1.1%
UNH vs CMCSA
-40.2%
+39.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +3.4% | +3.2% | +0.2% | +2.9% |
| 30D | +3.0% | +19.5% | -16.5% | +0.1% |
| 3M | +2.7% | -2.4% | +5.1% | +3.0% |
| 6M | +2.8% | +3.8% | -1.1% | +1.8% |
| YTD | +25.9% | -5.4% | +31.2% | +25.8% |
| 1Y | +25.8% | +1.1% | +24.7% | +24.1% |
| 3Y | -20.0% | -27.1% | +7.1% | -17.8% |
| All | -1.1% | -40.2% | +39.2% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling