+2,660.6%
AVGO vs EMR
+279.2%
+2,381.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +2.8% | +15.3% | +16.2% |
| 30D | +0.2% | +3.7% | -3.4% | -1.7% |
| 3M | -16.8% | +2.0% | -18.8% | -17.7% |
| 6M | -16.5% | +22.1% | -38.6% | -26.5% |
| YTD | +0.8% | +27.2% | -26.4% | -15.4% |
| 1Y | +2.8% | +32.0% | -29.2% | -15.7% |
| 3Y | +278.5% | +103.3% | +175.3% | +135.8% |
| 5Y | +573.1% | +88.2% | +484.8% | +333.7% |
| All | +2,660.6% | +279.2% | +2,381.4% | +1,070.0% |
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