+2,856.4%
AVGO vs EMR
+266.1%
+2,590.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -0.8% | +0.9% | -1.7% | -1.4% |
| 30D | -13.7% | -5.0% | -8.8% | -11.2% |
| 3M | -6.9% | +5.9% | -12.9% | -10.7% |
| 6M | +5.8% | +7.3% | -1.6% | +0.1% |
| YTD | +5.7% | +14.6% | -8.9% | -5.4% |
| 1Y | +9.0% | +15.6% | -6.6% | -3.3% |
| 3Y | +340.5% | +60.2% | +280.3% | +217.6% |
| 5Y | +711.1% | +65.8% | +645.2% | +465.8% |
| 10Y | +2,856.4% | +277.4% | +2,579.0% | +1,261.1% |
| All | +2,856.4% | +266.1% | +2,590.3% | +1,261.1% |
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