+25,809.4%
AVGO vs EXC
+152.4%
+25,657.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -9.9% | -1.2% | -8.8% | -9.7% |
| 30D | -22.0% | +10.0% | -32.0% | -24.5% |
| 3M | -30.0% | +1.6% | -31.7% | -30.6% |
| 6M | -30.7% | +3.3% | -34.0% | -32.1% |
| YTD | -14.7% | +7.6% | -22.2% | -18.1% |
| 1Y | -16.8% | +3.5% | -20.3% | -19.1% |
| 3Y | +244.4% | +27.7% | +216.8% | +199.0% |
| 5Y | +474.0% | +41.1% | +432.9% | +371.8% |
| 10Y | +2,122.6% | +178.2% | +1,944.4% | +1,295.1% |
| All | +25,809.4% | +152.4% | +25,657.0% | +15,902.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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