-6.8%
AVGO vs EMR
+25.6%
-32.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.0% |
| 7D | -7.5% | +1.6% | -9.1% | -8.1% |
| 30D | -10.2% | +5.0% | -15.2% | -12.0% |
| 3M | -22.0% | +7.7% | -29.7% | -24.5% |
| 6M | -21.6% | +26.8% | -48.3% | -28.8% |
| YTD | -5.4% | +29.9% | -35.3% | -18.4% |
| 1Y | -6.8% | +25.7% | -32.5% | -17.6% |
| All | -6.8% | +25.6% | -32.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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