+9.0%
AVGO vs EIX
+13.6%
-4.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -1.4% |
| 7D | -0.8% | +4.1% | -4.9% | -0.4% |
| 30D | -13.7% | -15.3% | +1.6% | -14.7% |
| 3M | -6.9% | -18.4% | +11.5% | -8.5% |
| 6M | +5.8% | -16.8% | +22.6% | +4.0% |
| YTD | +5.7% | -0.6% | +6.2% | +3.9% |
| 1Y | +9.0% | +10.7% | -1.6% | +2.3% |
| All | +9.0% | +13.6% | -4.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling