+2,856.4%
AVGO vs EXEL
+378.5%
+2,477.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | -0.8% | -0.3% | -0.4% | -0.7% |
| 30D | -13.7% | +10.1% | -23.9% | -15.2% |
| 3M | -6.9% | +10.1% | -17.0% | -8.6% |
| 6M | +5.8% | +37.7% | -31.9% | -0.2% |
| YTD | +5.7% | +33.1% | -27.4% | +0.1% |
| 1Y | +9.0% | +52.4% | -43.4% | +0.6% |
| 3Y | +340.5% | +163.8% | +176.7% | +259.9% |
| 5Y | +711.1% | +198.5% | +512.5% | +537.7% |
| 10Y | +2,856.4% | +386.9% | +2,469.5% | +2,131.7% |
| All | +2,856.4% | +378.5% | +2,477.9% | +2,131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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