+140,402.7%
UNH vs CMCSA
+2,238.2%
+138,164.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | +3.4% | +3.2% | +0.2% | +2.6% |
| 30D | +3.0% | +19.5% | -16.5% | -1.6% |
| 3M | +2.7% | -2.4% | +5.1% | +3.1% |
| 6M | +2.8% | +3.8% | -1.1% | +1.1% |
| YTD | +25.9% | -5.4% | +31.2% | +26.0% |
| 1Y | +25.8% | +1.1% | +24.7% | +23.6% |
| 3Y | -20.0% | -27.1% | +7.1% | -15.8% |
| 5Y | -2.8% | -40.3% | +37.5% | +5.8% |
| 10Y | +228.7% | +6.0% | +222.7% | +205.3% |
| All | +140,402.7% | +2,238.2% | +138,164.5% | +42,922.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling