+30,513.3%
AVGO vs EFX
+744.3%
+29,769.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -5.1% |
| 7D | +18.2% | -0.8% | +18.9% | +18.5% |
| 30D | +0.2% | +25.1% | -24.9% | -10.6% |
| 3M | -16.8% | +1.7% | -18.5% | -19.1% |
| 6M | -16.5% | +18.4% | -34.8% | -26.2% |
| YTD | +0.8% | -12.5% | +13.3% | +1.2% |
| 1Y | +2.8% | -8.1% | +10.9% | +0.4% |
| 3Y | +278.5% | +4.8% | +273.8% | +230.2% |
| 5Y | +573.1% | -30.1% | +603.2% | +608.3% |
| 10Y | +2,598.7% | +81.5% | +2,517.2% | +1,405.4% |
| All | +30,513.3% | +744.3% | +29,769.0% | +5,727.0% |
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