+9.0%
AVGO vs EXEL
+54.7%
-45.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.1% |
| 7D | -0.8% | -0.3% | -0.4% | -0.8% |
| 30D | -13.7% | +10.1% | -23.9% | -13.9% |
| 3M | -6.9% | +10.1% | -17.0% | -7.2% |
| 6M | +5.8% | +37.7% | -31.9% | +3.8% |
| YTD | +5.7% | +33.1% | -27.4% | +3.7% |
| 1Y | +9.0% | +52.4% | -43.4% | +9.4% |
| All | +9.0% | +54.7% | -45.7% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling