+718.9%
AVGO vs ECL
+29.5%
+689.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.3% | -0.8% | +0.5% | 0.0% |
| 30D | -13.8% | -2.5% | -11.4% | -13.0% |
| 3M | -6.9% | +8.3% | -15.3% | -11.2% |
| 6M | +11.9% | -1.1% | +13.0% | +11.4% |
| YTD | +6.9% | +6.5% | +0.4% | +1.9% |
| 1Y | +7.4% | +2.1% | +5.3% | +4.0% |
| 3Y | +345.6% | +57.6% | +288.0% | +233.4% |
| 5Y | +718.9% | +28.1% | +690.8% | +562.0% |
| All | +718.9% | +29.5% | +689.4% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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