+2,660.6%
AVGO vs EXEL
+320.7%
+2,339.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.6% |
| 7D | +18.2% | -0.8% | +19.0% | +18.3% |
| 30D | +0.2% | +13.1% | -12.9% | -1.8% |
| 3M | -16.8% | +36.3% | -53.1% | -21.2% |
| 6M | -16.5% | +34.5% | -51.0% | -21.0% |
| YTD | +0.8% | +57.4% | -56.6% | -7.6% |
| 1Y | +2.8% | +62.9% | -60.1% | -6.4% |
| 3Y | +278.5% | +229.5% | +49.0% | +192.2% |
| 5Y | +573.1% | +281.2% | +291.9% | +395.7% |
| All | +2,660.6% | +320.7% | +2,339.9% | +1,791.8% |
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