+29,187.3%
AVGO vs EXEL
+1,151.4%
+28,035.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | 0.0% | -2.4% | +2.3% | +0.4% |
| 30D | -8.2% | +17.9% | -26.1% | -10.4% |
| 3M | -21.3% | +33.3% | -54.5% | -24.7% |
| 6M | -22.5% | +46.6% | -69.1% | -27.1% |
| YTD | -3.6% | +61.0% | -64.6% | -10.8% |
| 1Y | -6.7% | +70.4% | -77.1% | -14.5% |
| 3Y | +258.1% | +236.1% | +22.1% | +188.7% |
| 5Y | +560.9% | +284.8% | +276.0% | +415.8% |
| 10Y | +2,475.6% | +348.4% | +2,127.2% | +1,743.6% |
| All | +29,187.3% | +1,151.4% | +28,035.9% | +13,507.7% |
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 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