+31,416.6%
AVGO vs EXEL
+946.3%
+30,470.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.0% | +8.4% | -11.3% | -4.1% |
| 30D | -14.4% | +4.1% | -18.5% | -15.1% |
| 3M | -14.4% | +12.4% | -26.9% | -16.1% |
| 6M | +13.1% | +41.5% | -28.4% | +6.8% |
| YTD | +3.8% | +34.6% | -30.8% | -1.4% |
| 1Y | +17.8% | +57.9% | -40.1% | +8.8% |
| 3Y | +325.3% | +159.5% | +165.8% | +255.7% |
| 5Y | +689.9% | +198.5% | +491.4% | +539.3% |
| 10Y | +2,597.0% | +411.4% | +2,185.7% | +1,779.7% |
| All | +31,416.6% | +946.3% | +30,470.3% | +14,941.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling