+9.0%
AVGO vs IBM
-3.9%
+12.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.5% |
| 7D | -0.8% | +3.6% | -4.3% | -1.1% |
| 30D | -13.7% | +1.5% | -15.3% | -13.9% |
| 3M | -6.9% | -12.9% | +6.0% | -6.1% |
| 6M | +5.8% | -3.9% | +9.7% | +5.2% |
| YTD | +5.7% | -17.3% | +23.0% | +9.8% |
| 1Y | +9.0% | -5.0% | +14.0% | +17.7% |
| All | +9.0% | -3.9% | +12.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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