+695.6%
AVGO vs EFX
-37.1%
+732.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +1.0% | -11.1% | +12.2% | +5.2% |
| 30D | -13.3% | -7.4% | -5.9% | -11.3% |
| 3M | -2.9% | +1.5% | -4.4% | -5.7% |
| 6M | +5.7% | -13.7% | +19.4% | +9.1% |
| YTD | +4.6% | -21.9% | +26.5% | +11.9% |
| 1Y | -1.6% | -30.8% | +29.1% | +10.3% |
| 3Y | +336.2% | -12.4% | +348.6% | +318.8% |
| 5Y | +695.6% | -35.9% | +731.6% | +779.1% |
| All | +695.6% | -37.1% | +732.7% | +779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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