+606.7%
AVGO vs CHD
+30.9%
+575.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | +25.0% | +0.4% | +24.6% | +25.0% |
| 30D | +2.0% | +11.6% | -9.6% | +3.9% |
| 3M | -12.3% | +10.7% | -23.0% | -10.7% |
| 6M | -12.8% | +20.2% | -33.0% | -10.1% |
| YTD | +5.9% | +34.5% | -28.7% | +10.2% |
| 1Y | +3.3% | +32.6% | -29.2% | +7.6% |
| 3Y | +293.1% | +29.1% | +264.0% | +290.9% |
| 5Y | +606.7% | +31.5% | +575.2% | +584.4% |
| All | +606.7% | +30.9% | +575.8% | +584.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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