+2,660.6%
AVGO vs COP
+342.2%
+2,318.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.3% | -5.2% |
| 7D | +18.2% | +4.4% | +13.7% | +16.7% |
| 30D | +0.2% | 0.0% | +0.3% | 0.0% |
| 3M | -16.8% | +15.0% | -31.8% | -20.5% |
| 6M | -16.5% | +22.0% | -38.5% | -22.1% |
| YTD | +0.8% | +55.3% | -54.5% | -13.7% |
| 1Y | +2.8% | +64.1% | -61.3% | -13.7% |
| 3Y | +278.5% | +34.1% | +244.5% | +232.4% |
| 5Y | +573.1% | +133.4% | +439.7% | +372.2% |
| All | +2,660.6% | +342.2% | +2,318.4% | +1,435.3% |
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