+560.9%
AVGO vs EXEL
+283.4%
+277.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.1% |
| 7D | 0.0% | -2.4% | +2.3% | +0.3% |
| 30D | -8.2% | +17.9% | -26.1% | -9.9% |
| 3M | -21.3% | +33.3% | -54.5% | -24.0% |
| 6M | -22.5% | +46.6% | -69.1% | -26.4% |
| YTD | -3.6% | +61.0% | -64.6% | -9.8% |
| 1Y | -6.7% | +70.4% | -77.1% | -13.5% |
| 3Y | +258.1% | +236.1% | +22.1% | +186.7% |
| 5Y | +560.9% | +284.8% | +276.0% | +383.5% |
| All | +560.9% | +283.4% | +277.5% | +383.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling