+29,187.3%
AVGO vs EMR
+667.0%
+28,520.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.2% |
| 30D | -8.2% | +3.5% | -11.7% | -9.9% |
| 3M | -21.3% | +5.9% | -27.2% | -24.1% |
| 6M | -22.5% | +19.4% | -42.0% | -31.1% |
| YTD | -3.6% | +27.7% | -31.2% | -19.5% |
| 1Y | -6.7% | +30.9% | -37.6% | -23.4% |
| 3Y | +258.1% | +104.2% | +154.0% | +119.7% |
| 5Y | +560.9% | +89.6% | +471.3% | +319.4% |
| 10Y | +2,475.6% | +280.0% | +2,195.6% | +859.3% |
| All | +29,187.3% | +667.0% | +28,520.3% | +7,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling