+2,584.7%
AVGO vs EMR
+281.1%
+2,303.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +6.1% | -2.0% | +8.0% | +7.7% |
| 30D | -2.7% | +2.8% | -5.5% | -4.0% |
| 3M | -16.9% | +2.0% | -18.9% | -17.8% |
| 6M | -19.1% | +20.7% | -39.9% | -28.4% |
| YTD | +0.3% | +27.3% | -27.0% | -15.8% |
| 1Y | -1.2% | +31.0% | -32.2% | -18.6% |
| 3Y | +272.4% | +103.6% | +168.8% | +131.7% |
| 5Y | +579.0% | +88.6% | +490.5% | +337.0% |
| 10Y | +2,584.7% | +280.6% | +2,304.1% | +1,036.1% |
| All | +2,584.7% | +281.1% | +2,303.7% | +1,036.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling