+749.5%
AVGO vs EXE
+191.4%
+558.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -14.4% | +8.5% | -22.9% | -15.8% |
| 3M | -14.4% | +5.5% | -19.9% | -15.5% |
| 6M | +13.1% | -5.9% | +19.0% | +14.1% |
| YTD | +3.8% | -9.7% | +13.5% | +5.2% |
| 1Y | +17.8% | +3.6% | +14.2% | +15.2% |
| 3Y | +325.3% | +18.0% | +307.2% | +302.6% |
| 5Y | +689.9% | +109.4% | +580.5% | +594.8% |
| All | +749.5% | +191.4% | +558.1% | +603.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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