+345.6%
AVGO vs EIX
0.0%
+345.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +2.9% |
| 7D | -0.3% | +0.9% | -1.2% | -0.3% |
| 30D | -13.8% | -13.5% | -0.3% | -13.8% |
| 3M | -6.9% | -15.3% | +8.3% | -6.9% |
| 6M | +11.9% | -15.3% | +27.3% | +11.8% |
| YTD | +6.9% | +2.7% | +4.2% | +4.7% |
| 1Y | +7.4% | +17.4% | -10.0% | +3.4% |
| 3Y | +345.6% | -1.3% | +346.9% | +311.6% |
| All | +345.6% | 0.0% | +345.6% | +311.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling