+2,761.7%
AVGO vs COP
+344.8%
+2,416.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | +1.0% | +1.0% | +0.1% | +0.8% |
| 30D | -13.3% | +9.6% | -22.8% | -15.6% |
| 3M | -2.9% | +15.0% | -17.9% | -7.2% |
| 6M | +5.7% | +21.8% | -16.0% | -1.5% |
| YTD | +4.6% | +49.6% | -45.0% | -8.9% |
| 1Y | -1.6% | +49.9% | -51.5% | -14.7% |
| 3Y | +336.2% | +22.6% | +313.6% | +294.9% |
| 5Y | +695.6% | +193.6% | +502.0% | +419.1% |
| All | +2,761.7% | +344.8% | +2,416.9% | +1,499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling