+2,770.9%
AVGO vs ELV
+278.6%
+2,492.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.0% |
| 7D | +1.1% | +2.8% | -1.6% | +0.4% |
| 30D | -13.0% | +4.9% | -17.9% | -14.1% |
| 3M | -6.0% | +4.9% | -10.9% | -7.6% |
| 6M | +6.4% | +45.1% | -38.7% | -4.6% |
| YTD | +5.0% | +20.7% | -15.7% | -2.0% |
| 1Y | +1.4% | +35.0% | -33.6% | -8.6% |
| 3Y | +336.8% | -2.4% | +339.2% | +316.4% |
| 5Y | +698.2% | +25.5% | +672.7% | +567.9% |
| All | +2,770.9% | +278.6% | +2,492.4% | +1,547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling