+32,043.9%
AVGO vs EFX
+738.3%
+31,305.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +25.0% | -3.6% | +28.6% | +26.9% |
| 30D | +2.0% | +25.3% | -23.3% | -9.1% |
| 3M | -12.3% | +3.8% | -16.1% | -15.6% |
| 6M | -12.8% | +12.7% | -25.5% | -21.2% |
| YTD | +5.9% | -13.1% | +19.0% | +6.6% |
| 1Y | +3.3% | -9.3% | +12.7% | +1.6% |
| 3Y | +293.1% | +3.5% | +289.5% | +244.9% |
| 5Y | +606.7% | -30.6% | +637.3% | +646.2% |
| 10Y | +2,733.6% | +80.2% | +2,653.4% | +1,485.8% |
| All | +32,043.9% | +738.3% | +31,305.6% | +6,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling