+2,761.7%
AVGO vs EIX
+21.5%
+2,740.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | -13.3% | -18.8% | +5.5% | -9.9% |
| 3M | -2.9% | -19.7% | +16.8% | +0.8% |
| 6M | +5.7% | -18.2% | +24.0% | +8.8% |
| YTD | +4.6% | -1.7% | +6.4% | +1.5% |
| 1Y | -1.6% | +7.8% | -9.4% | -7.6% |
| 3Y | +336.2% | -5.6% | +341.8% | +312.5% |
| 5Y | +695.6% | +23.7% | +672.0% | +576.2% |
| All | +2,761.7% | +21.5% | +2,740.3% | +2,166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling