+31,416.6%
AVGO vs EMR
+599.6%
+30,817.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.9% |
| 7D | -3.0% | -1.5% | -1.4% | -2.1% |
| 30D | -14.4% | -5.6% | -8.8% | -11.5% |
| 3M | -14.4% | +7.9% | -22.4% | -19.0% |
| 6M | +13.1% | +6.0% | +7.1% | +7.6% |
| YTD | +3.8% | +16.4% | -12.7% | -8.4% |
| 1Y | +17.8% | +16.6% | +1.2% | +3.5% |
| 3Y | +325.3% | +62.9% | +262.4% | +199.4% |
| 5Y | +689.9% | +60.1% | +629.8% | +455.3% |
| 10Y | +2,597.0% | +268.7% | +2,328.3% | +913.7% |
| All | +31,416.6% | +599.6% | +30,817.0% | +8,243.7% |
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