+606.7%
AVGO vs EFX
-30.1%
+636.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +25.0% | -3.6% | +28.6% | +26.4% |
| 30D | +2.0% | +25.3% | -23.3% | -6.4% |
| 3M | -12.3% | +3.8% | -16.1% | -14.5% |
| 6M | -12.8% | +12.7% | -25.5% | -19.2% |
| YTD | +5.9% | -13.1% | +19.0% | +8.2% |
| 1Y | +3.3% | -9.3% | +12.7% | +3.3% |
| 3Y | +293.1% | +3.5% | +289.5% | +248.8% |
| 5Y | +606.7% | -30.6% | +637.3% | +659.1% |
| All | +606.7% | -30.1% | +636.8% | +659.1% |
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