+2,761.7%
AVGO vs COST
+609.8%
+2,152.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.0% | -2.5% | +3.5% | +2.5% |
| 30D | -13.3% | -4.4% | -8.8% | -11.2% |
| 3M | -2.9% | -8.1% | +5.2% | +0.9% |
| 6M | +5.7% | -9.2% | +15.0% | +9.6% |
| YTD | +4.6% | +5.1% | -0.5% | -1.9% |
| 1Y | -1.6% | -5.1% | +3.4% | -2.1% |
| 3Y | +336.2% | +70.4% | +265.9% | +191.0% |
| 5Y | +695.6% | +104.7% | +590.9% | +367.7% |
| All | +2,761.7% | +609.8% | +2,152.0% | +940.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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